It depends a bit on the lock and how it was installed.
For the Home locks with a panel on the interior of the door, remove two screws and take off the inside cover. These screws can be at the top and bottom or through the plate of the interior door handle. Then remove the 9V battery and install a new one. Put the cover back on and replace the handle, if needed, and the screws. (Do not use a cordless screwdiver - you could overtighten and strip the threads.)
Other installations have the battery inside the panel with the keypad on the exterior of the door. To access the battery compartment, you need to remove the interior door handle or lock. Then pull the keypad section out of the door. The 9V battery will be behind a coverplate on the back of the unit. This cover needs to be pivoted downwards to open the compartment.
The Schlage commercial offline locks (no computer monitoring) use AA alkaline batteries (4 or 8) in a block. The eight battery version has 4 batteries on each side of the block. These are all on the inside of the door. Remove one screw to get the cover off. Then remove two screws to get the battery holder off (this keeps the batteries from coming loose in the block). Replace all of the batteries and resecure both the battery holder and the cover panel.
For the consumer Schlage Locks manuals, see http://consumer.schlage.com/Service-Support/Pages/InstructionandManuals.aspx
. For information on the Schlage commercial locks. see http://commercial.schlage.com/electronicsecurity.asp
. The manuals are available in the Technical Library for each lock type.
I hope this helps.