For Cricut Explore Air Remove the housing by unlatching it and pulling it out. Holding it away from you, push down on the top of the housing. The blade will move down the housing and become more visible. Continue to face the blade away. Use tweezers to fully remove the blade. Take the new blade from packaging and carefully remove the red sheath which covers the blade. Very carefully insert the rounded side of the blade into the housing, with the housing upside down in your hand. The blade will be held in by a magnet. Replace in machine and flip the clamp shut.
On my cricut, I just had to open the tab that holds the blade and set the new one in...hold the cradle and press firmly until it clicks, then close the tab. This is on the Cricut Explore Air. Otherwise search you tube and it will show you a video on how to change the blades.