How do I replace a wheel?

I don't know what the specific walker.

But often things with hard plastic wheels use standard ball barrings that's also used on skateboards, rollerskates and scooters.
A good place to buy new bearings is a skate shop, since they will usually be in the correct size, and of good quality.

The hardest part is getting the old bearings out.

Heres a guide for doing it on roller skates but if you look at method 3, that should be applicable to all things using similar bearings