Put a piece of wood through the rear wheel so to act as a stop when undoing the front sprocket nut. Undo the nut while you still have the old chain on. Undo the axle and slide the rear wheel forward a bit to get the front sprocket off, clean the area well and put the new front sprocket on. Then use the wood trick with the old chain to tighten the front sprocket nut again, 100Nm is what I do mine at. After this you split the old chain, remove the rear wheel, fit the new sprocket (check the carrier bearing and wheel bearings while you're at it), back wheel back on and then fit the new chain. The best advice for riveting the new chain is to take your time with it, it's easy to rivet it too much and then you end up with it being tight. I usually press the rivet link together slowly, bit by bit, measuring the distance that the plates are apart until it's the same as the other links. Then measure the thickness of the rivet before you flare it. Flare it a bit then measure it again, you want the flared bit to be about 0.5mm larger than what the rivet was before you flared it. Get both rivets about the same. The amount that the rivet needs to be flared should be specified by the manufacturer, but it's not always easy getting the right info for the chain you bought so it's a 'feels right' kind of thing for me.
It's an easy job, just take your time with the riveting.