Yes, check the manual. It will show you the sequence of changing a new bobbin.
For embroidery projects, I check the bobbin between thread-color changes if it's starting to run low. Most often, I change it before it runs out. I use the left over bobbin thread to do piecing. I also use pre-wound bobbins as there is more thread on them.
Before changing bobbins, I write down the step and the stitch count number so I can find my way back into the design if needed. Be careful that you don't bump or re-position the arm when removing the hoop for bobbin changes.