Are you talking about the lights in the climate control module (ECC)? If so, here's how to do it.

Put on your parking brake, turn the key either to any position but off, tap the brake to release, and shift into D (or Manual). The engine shouldn't be running. I'm sure you're aware of the plastic panel surrounding the gearshift. Where the dark plastic meets the light at the back (close to the cupholder), use a screwdriver and pry up that edge. There are two clips which should release with little effort. Slide off that panel. Remove the two bolts that hold in the bottom of the ECC (Torx T25). The top of the ECC is held in with clips. Just keep wiggling until it comes loose. It will take a fair bit of effort. DO NOT unplug the cables from the ECC. It will trip the air bag fault sensor. I'm not sure how to replace the bulbs in the ECC, but you'll need to remove either the front or rear cover.