There are thousands of types of guitars and many of them need different methods of changing strings. Use this guide as just an example.
One thing that will help you wind and unwind your strings faster is a little device you’ll find at your music shop:
Take you string winder (or if you don’t have one, do it by hand) and unwind the top string until it comes off the tuning machine. Trash the old string.
Now, with the string winder, you can turn it to where you will see a groove. That will help you pull out the pegs that hold the strings in place.
When you pull the peg out, you will see a groove in it. That is where the string should be inserted, like below :
After placing the string inside the peg and back into the hole in your guitar, insert the other end of the string into the tuning machine going from the INSIDE hole to the outside of the hole.
Now, just tune the guitar accordingly, either with the string winder or your finger.
Repeat this procedure for the other 5 strings.