By fuel pump I guess you mean the high pressure fuel pump that's nestled in the center top of the engine. It's a pretty complicated procedure, a lot to remove to gain access, then it all has to be put back together again.
This video is poor, but discusses some of the steps:
This YouTube video will also have a listing to the right of other videos that may help a bit more than this one.
This link might also help:
how to change fuel pump on 6.6 duramax
As with any injector system, you must work very clean and make sure no dirt gets into the system. The pressures coming out of the pump, to the fuel rail is very high pressure, be sure everything is torqued to the specs to prevent leaks. Don't get get body parts near the high pressure lines, a leak could inject you with diesel fuel, not good for your health!