Depends on the car. Some are slip off, some aren't. As for books, I find Chilton much better than Haynes. Auto zone has some info online.
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Buy or borrow a book on your specific vehicle. go slowly and do one side at a time so you have something to reference in case you forget where a piece goes.
If replacing the rotor requiers removing the wheel bearings you may consider simply replacing them too.
Get as many new parts as you can. In other words dont reuse cotter keys or rubber spacers as they can be replaced cheaply.
Be sure to securly support the vehicle on jack stands NOT THE JACK.