Jon is correct. Pull the end where the key ring can be attached. You will find that a regular key pulls out (just like some umbrellas have a hidden sword that you pull out). Once that is done, you will see a rectangular notch to pry open with a screwdriver (or the key can be used). I recommend a screwdriver if one is handy because I never like to use a key as a chisel or crowbar.
You will see the battery. It's a CR2032, available in stores, not just car dealers. It sells for $1 on the internet when bought in a pack, probably a little more in stores.
Try not to pry open the key until you change the battery because it can lose its tight fit slightly.
My battery is made in Japan so that's another one of the many countries that our car is made in! I have a spare battery, a Panasonic, made in Indonesia.