To save space and weight, many new cars have a punture repair kit - sealant and compressor - rather than a spare wheel. If you don't have a spare it's a good idea to familiarise yourself with the kit provided so you'll know what to do if you do get a puncture.
If your car does have a spare it's a good idea to practise changing a wheel at home in the daylight when the weather's warm and dry. Then, if you do suffer a puncture you'll be able to cope more easily, even if it's dark, cold or wet.
Given a safe environment, the right tools and some basic knowledge, changing a wheel on any vehicle should be fairly straightforward. Check the handbook first as this might include vehicle specific advice.
Where the handbook and our advice appear to be in conflict, follow the advice in the handbook.