(Reference) Page 9 of manual (Section 4.4; Fig. 5)
There’s 5 screws on the orange blade holder (spine) that need to be loosen (not removed completely) to allow the blade to be removed. The manual recommends loosening the Grey Saw Guide (or silver blade guide) to make it easier to take the blade out and install, but not necessary.
DO NOT REMOVE BLACK GUIDE because it is used for reference. The blade rests up against the black guide and ensures it’s parallel with the orange spine.