You have to remove that front cover that has all the bolts around the perimeter. Then you pull the shaft out and press the old bearing off and press the new one on.
If that bearing is really loose, then the others inside the tranny are probably getting loose/worn too. So you could just replace that bearing, but all the others may need replaced shortly as well. The tranny will make growling/rumbling noises in one or more gears (usually 4th is the quietest), when the bearings start to get worn. To replace all bearings you need a long bearing puller, or a press, to get them off the shafts. Other than that, it is just clips and snap rings that have to be removed to get all the parts off the shafts. And I would also recommend a good diagram of the tranny, so you know where everything goes and how to reassemble it correctly...some parts can be installed 2 different ways, but only 1 way is correct (not usually a big deal, as long as you either pay very close attention to how it all comes apart, or have a good diagram (or factory service manual).