There's instruction in the manual book. Yours is the facelifted (side markers in the mirror) or the non-facelifted one (side markers in the front fender)?
For the non-facelifted one, here's from MB Manual book p.295
To Remove:
Slide the turn signal housing in the direction of the arrow and fold out. (the picture, the direction is towards the front door)
Turn the bulb holder anticlockwise and remove.
Remove the bulb
To fit:
Insert new bulb. Insert the bulb holder and turn clockwise.
Align the turn signal lamp housing at the rear, press it on and snap it into place at the front.
I haven't tried this myself, but that's what the manual says.
The side marker bulb is uses W 5W bulb, the tail light turning lamp uses PY 21W (This is what the manual says). I noticed you're living in Canada, you can go to Canadian Tire or Lordco, they have a book listing all the bulbs type for each car manufacturers and types. Usually the salesperson would be happy to help you also.
