You remove the first small screw and remove the orange cover (as in your second picture), then you hold the glass bulb between your fingers, push the bulb into the housing a small amount and rotate it counterclockwise, it will then come out. Note if it’s a rear bulb you can just put the new bulb in exactly as you removed the old bulb, push it in, then rotate it clockwise and release. The front bulbs have 2 filaments (like a brake light bulb) and will only go in 1 way because the locating pins on the bulb are at different heights, so you have to push the bulb into the housing and rotate it clockwise, if it won’t rotate, remove the bulb from the housing, rotate the bulb 180 degrees and then put it back in the housing and try to rotate it until it locks in place. Hope that makes sense. The large screw that you show in your 3rd picture does NOT need to be removed to change the bulb.

 

On the CB500F up to 2018 the front bulbs are the same as the rear. Only two wires so bulbs fit one way.