Ok first you have to take the wheel off
then you will see the caliper there'
there are to bolts behind that take them out
then take the caliper off dont undo nothing else
take the old pads out
use a caliper to push the cylinder back (its what pushes the brake in)
put the new brakes in the same way they came off
do the bolts up
then pump the brakes
is the cylinder is to hard to push back you will have to realse the pressure buy undoing the bleeder then you will have to bleed them again (but in this case they should move easy

I'm trying to check the brakes on a kia rio,how do you get the retaining nut off?it has been bashed down on one side to secure it?