The individual connectors (there are 3) have little latches on the sides
If you are referring to the main bulkhead connector in the firewall, there are 4 metal spring tabs, you just gently pry on them and the whole thing "falls out"
UPDATE Don't buy these from NAPA they are incredibly over priced. I think they wanted something like 75 cents EACH
I found them in Auveco I think the brand is. I believe I bought them here