Models vary a bit but there should be a pretty obvious flat ended (so you can use your fingers) screw just above your needle. Most likely your opening and needle will have a flat side and a curved side, make sure to fit correctly.
This video has a nice clear picture where you can see the screw -- unfortunately while she does give some info, needle changing isn't one of them.
https://www.youtube.com/watch?v=4DbK...Emery-Williams
You can also get a PDF manual online.