How do I fit a pain of glass in a front door?

The door has 6 glass squares in it and I need to change one is it hard?

Not hard.
Carefully remove the beading with a screwdriver and then remove the broken glass. Wear gloves.
Remove the dry, old putty and ensure the surface is clean.
Put a layer of putty into the recess and put the glass onto that, them another layer of putty on the glass and replace the beading. Then remove any waste putty and clean up.

No easy! Take the caulk or wood that holds the glass out. Measure the space, get the glass, (tell the hardware store it's for a door). then just reverse what you did while taking it out. You may have to buy new putty if it's held in that way.

Not really that hard.
Usually they are held in with a wooden beading strip on the inside - look for nails.
Remove these, and the glass, then use a mastic or putty to match your others - and re-use the wooden beads with new nails.

Make sure you remove all traces of old putty, and make sure the new glass you get cut will fit - err on a few milimeters smaller if possible.

remove the glass...measure the frame..make allowances for the new glass..fit the glass..hammer in pins to hold glass in place..wet your hands when applying the putty(makes it easier to handle) then wet the putty knife and run it along the putty and remove excess

might be easier to take the door off and take it to a lumber yard. they have the right tools

make sure that it is tempered safety glass...

the pane is either held in with a wood trim piece or with glazing compound. the wood is very ease, a no brainer really. GENTLY remove the wood, i like to use either a heavy duty drywall mud pallet knife or a painters 5-1 tool. replace the glass and use either a pneumatic or electric brad nailer to install the wood again unless you have REALLY good aim with a hammer...

if it glazing compound then you have to remove it, again i like the painters tool, along with the glazing points. they look like little metal arrows. get new you shouldn't reuse them. scrape out all the bits of compound and debris from the opening. replace the glass and install the points. just use a pair of needle nose pliers and get the head buried in the wood. make a long snake or rope out of the new compound the use a puddy knife to make a nice 45 degree bevel on all 4 sides. it may take a couple of passes. let it dry and you're done...

No - just remember it should be laminated or toughened to comply with building regulations (in the UK), but you will want this for safety/security anyway. It is either fitted with beads , which you remove carefully, so you can re-use, or putty with little nails (sprigs) which you remove and renew. Check the thickness from the pieces you are removing to order the right weight of glass.