welcome to the site
remove the brake cap on the reservoir
fit a glove or balloon over the reservoir and fit the cap from a bleed kit - this stops air coming in the top and allowing the brake fluid coming out the pipe.
remove the calliper as if you were changing the pads
remove the brake line
fit the new calliper - bleed nipple to the top.
refit the brake line.
remove the balloon and bleed the brakes through.
its also worth tapping the calliper with a rubber mallet when bleeding to endure all the small bubbles are out.
and in place of the balloon then you can use a line clamp.
re the abs, just watch you dont hit the sensor when removing the calliper