I do not know of any easy way to change the sprockets, just have to replace them in the conventional way.

If the chain is out, I always dropped a wire or come-along cable down from the top, after laying the chain out in a line from the bottom, then hooked into the leading edge of the chain, and pulled it up.  After it goes over the top sprocket, you can turn the combine to roll it down.

The job is easier with the way mentioned above, but if the chain is broken or taken out for sprocket repair, pulling it up was the method we used.  You can also start at the top and drop each side down, but the weight of the chain and keeping it straight was awkward for me, your mileage may vary.