There should be a cover on the ECM which may involve using a screwdriver, nut driver or similar tool to open. The PROM is removed by GENTLY prying it out after verify any hold down brackets etc, if there are any, have been released. Do not damage the pins and install it in the new ECM. Be careful and follow proper static discharge /grounding procedures when handling the ECM or PROM
The PROM calibrates the ECM for your specific car.