The lowly light bulb---and the number of people it takes to change one---has been a long-running joke, usually bashing the intelligence of the changer. It's true that changing a light bulb is pretty much a no-brainer. When a light is in an outside sconce or fixture, however, changing the light bulb takes a few more steps than unscrewing a bulb indoors.
Turn the light off at the wall switch to ensure that the bulb is cool enough to remove.
Unscrew a finial, if applicable, on top of the lamp's cover. Locate any screws that are holding a glass cover or hurricane to the fixture and turn counterclockwise to loosen and remove.
Clean the interior of the lamp's glass cover with the rag while it is off the lamp. Place the lamp's cover and the screws in a secure location while you change the bulb.
Unscrew the old bulb with the rag; replace with a new bulb.
Place the cover back on the fixture and tighten the holding screws to fasten and hold it in place. Replace the finial if one was removed and screw it back in place.
Do not exceed the manufacturer's recommendations for maximum wattage.