To answer the OP's question, fenderwell headers are actually some of the easiest to install. Eyeball where you need to cut the inner fenders, start small and gradually enlarge the opening until it is big enough, then drop the collector down the hole and bolt the flange to the head. To remove, unbolt from the head and just lift out. You can put them on yourself, then take the car to a muffler shop to hook the headers up to the rest of the exhaust system.
Now, having said that, count me as another vote against cutting your intact inner fenders and putting fenderwell headers in a nice street car. Besides weakening the front structure as noted in several replies above (the inner fenders are a structural compenent of the front frame), there's no way to really make the cut inner fenders look nice - it will always look like a hack job. Then there's the limited tire clearance they afford. Although I have to say that when I had them on my 65 Barracuda, the tires rubbed the headers only on sharp turns. Straight ahead was OK. As I recall, at the time I was running 225/60/14's up front.
I replaced my inner fenders and went back to manifolds for several decades, until I just recently installed TTI under chassis headers. Not nearly as easy to install as the fenderwell headers, but I like the look, the fit, and the tire clearance much better.