The process can vary depending on what year of Caprice you have. Newer model usually have bolts or screw the hold the light in place from the inside of the car. Make sure you don't mistake the adjuster for screws though. Older model may attach with screw from the outside.
The newer models have bolts and screws holding the light in place. You need to look for these screws or bolts and undo them gently pull out the bulb and put the new one in. Gentle replace into the frame and either screw back down or bolt it back in place.