How do you pop a master link on a bike?

Depends a bit on which type of bike it is. If it's a single-speed or internally geared bike with a wide chain it might have something looking like a hairpin outside one of the side plates. Snap that one off and the pins can be pulled through while still attaced to the other side plate.

If you've got an externally geared bike, or basically any bike with a narrower chain you won't have the hairpin thingy. In that case you'll have to look for a link where the side plates have keyhole looking holes around the pins. Squeeze that link together lengthwise and it'll come apart.

Do note that Shimano chains might not come with a master link, but instead with one special pin. It that's the case you'll need a chain breaker tool.