Usually those parts have already some double-sided adhesive tape attached, so you only have to remove the protection film from the spare part and then you can put it on.
Do you already have got the spare part, so you can check if it has some adhesive attached? From the picture of the spare part it looks like this.
I would not apply any heat - in the ServiceManual this is not mentioned.
I would try to carefully start lifting the old window up in one corner to see if it comes off, e.g. using a sharp knife - but be careful not to damage the plastic part (DNK6389) or anything else.
If you have completely disassembled the LCD section, it should also be possible to push the Window out from the inside. Have a look on the SM on page 78 / 9.8 LCD section.
Finally: If you are unsure, I would recommend bring your precious equipment to an authorized service center (or maybe you can just bring the LCD section and they will do the window replacement).