Quite often you have to remove it from the wall and remove the outer cover to replace the lamp.
If it's a halogen type, don't touch the bulb - use clean a cloth or gloves to handle it.
You can find handy exploded view diagrams here http://tinyurl.com/gv383 or here http://tinyurl.com/2w4fw3
In my professional opinion, no one should work on a microwave unless they are fully informed and aware of the deadly hazards and necessary precautions.
You can find this information and in our safety and disassembly text files at http://www.microwavedisplay.com
William E Miller † MicrowaveDisplay.com, March 2007