First thing first, you need to purchase a replacement bulb for your headlight. You can go to any auto parts store or even place an order online to obtain a bulb which is compatible with your vehicle. Make sure you purchase the correct bulb for your vehicle because if it is not compatible to fit in your headlight, it will be useless and you have to replace it again.
Pop out the headlight assembly from the hood of your car and see for any screws or protective cover in place at the rear side of the assembly. Most of the car headlights can easily be opened out without any tools but if you find screws intact, you will need an appropriate screw driver to open up the headlight assembly. Make sure your vehicle engine is turned off while doing this task.
Once you have removed any possible screws or protective cover, hold the headlight module at the back of the assembly tightly and twist it in anti-clockwise direction. Pull out the module from the headlight assembly carefully.
Pull out the diffused bulb out of the module and carefully replace it with the new one.
Put the module back in the assembly and twist it clock-wise to fix it into the right position.
Place any protective cover or screws you removed earlier and fix the headlight assembly back to its position. Turn on the vehicle engine to check if the bulb has been connected correctly.