Vape coils are essentially the heating element that heats the E-liquid and turns it into vapour, they will need to be replaced regularly. The length of time they last will depend greatly on the E-liquid you're using, as a general rule, the sweeter your liquid is, the quicker they will need to be replaced. Using a basic mint flavour liquid would make your coils last much longer than a sugar doughnut, for example. It's easy to know when your coil needs to be replaced, as the flavour becomes foul or burnt tasting.
Simply unscrew your old coil and replace with a new one.