How do you replace a hub bearing?

Really, this depends on the vehicle in question. Usually, it becomes obvious by looking at the vehicle with the wheel removed and a new part in plain sight. That in mind, if you know you need one you also know how to put it in. If you don't know how to do it, you also don't know that you need to do it.

Take the wheel off. Look in the center of the axle. There is a big nut in there with a cotter pin through it. Take out the cotter pin, and remove the nut. If it's a disc brake, the bearing will come out with the disc. If it's a drum, you can take it out by itself.

answerhub bearings usually have to be pressed out of the hub/rotor/drum once they are removed from the vehicle.