There should be a series of clamps and bushings that hold the sway bar on you must remove these. It is also best to replace the bushings when you install a new sway bar on as they do get worn out after some time. You want to torque the bolts back on evenly.
The swaybar bolts to the fram or unibody and also attaches to the axle and/or upper control arms. If its a replacement swaybar it should come with all the hardware to install. There should be holes in the unibody for it to bolt up to. It attaches to the axle with endlinks.
You need to remove all the clamps and bushings that hold the sway bar on and in place.When you remove all the clamps and bushings remove the bar. When you install the new sway bar replace the bushings at the same time.
If the vehicle didn't come with on stock then the frame may need to be drilled to mount the new one. The sway bar should come with specific instructions on how the bar should be mounted.
Remove end links each side. Remove bushing retainers from axle. Shimmy bar out. Replace bushings on new bar, put bar in place. Put in bushing retainers. Put end links back on.