The battery for the pickup is fitted inside the body, at the end of the neck under the fingerboard. You get at it by loosening off the strings and putting your hand inside the soundhole. It is mounted in a metal, lightly spring loaded clip. The battery just pulls out / pushes in to this. However, they put a bit of masking tape around it before it leaves the workshop and so you need to feel for this and pull it off with your nails to allow you to pull the battery free.
There is a connection clip fitted to the battery and there should be plenty of free cable to allow you to remove the battery out of the soundhole where it is easier to remove the clip.
Refitting is the reverse.
If you have a Shadow pickup, you will find the battery inside a slot in the preamp controls on the side of the guitar. This is much simpler to change!