To change the light bulb to the hanging lantern, you should first turn off the power from the circuit breaker. This will prevent any serious injuries from occurring.
Once the power is turned off, loosen the screws connected to the lantern. Make sure to have your hand under the glass piece when you are loosening the screws.
When the screws come off the fixture, the glass piece will come off as well. Place the glass piece on the floor or in a safe place where it will not break.
Now you are left with the rest of the fixture and the light bulb. Unscrew the old light bulb and replace it with a new one.
When the light bulb is replaced, use the screws to place the glass piece back onto the light fixture.
Disclaimer: If you are not a licensed professional in electrical wiring. HomElectrical does not recommend DIY installation. Always hire an electrician for any, and all, electrical needs.