The back clip pulls off and allows you to swap blades.
There is a slot accessed from the base to store blades. You get to it by removing the base end cap which is not easy - - but is a good thing and less likely to accidentally come off.
You probably could, but I wouldn't since they are snap off blades. It sure would suck if it snapped off and sliced your hand mid cut.
Slide (retract) the blade all the way in. Remove the base cap. Continue to slide the blade out of the base end. You will see the blade is now removable from the mechanism latch. Replace the blade and reassemble.