2001 Chevy Cavalier turn signal

Previous answer is correct: you need twist, pull and almost break the assembly pins.
whole assembly holds in a place with three pins: two vertical pins on bottom of main lens housing (#1 & 2 on the picture 1) and one horizontal long pin on side lens housing (#3). So, you will need to bring up main lens side and pull the assembly out. To pull of the bulb, you need to bend out the tongue #7 (pictures 4 & 5) and turn the bulb socket. After you replace the bulb and are ready to install assembly back, I suggest you separate main and side lenses. They connected with an anchor #4 and pins #5 & 6 (picture #3). First install main lens and then push in side lens. You need 3357 lamp (my manual wrongly said 3157). Good luck.