Tire stud tread is out

One of my suds is out. I went and bought one . Put the car on jack and took the tire out. What am i supposed to do next?I have bought the manual and I am familar with the terms you tell me.

once you remove the brake caliper assembly (you have to remove the one that allows access to the brake pads, then the other part that is bolted to the axle or w/e), the rotor comes off, then you can replace the stud.