To replace the taillight batteries, first grasp the tab shown below and pull down on it towards the rear of the bike to remove the taillight cover.
Then, pull the bottom of taillight cover towards the rear of the rear of the bike until the tab has cleared its latch, as shown below:
At this point, you should be able to 'wiggle' the tail light cover off to replace the batteries.
You will need 2 new AA batteries to replace the old ones. Follow the steps in reverse to re-attach the taillight cover.