the first part of this guide to remove the rear bumper explains how to remove the rear lights. One of the nuts only has to be loosened, not fully removed, otherwise you can easily drop the nut into the bodywork of the car
http://f10.5post.com/forums/showthread.php?t=836924
When I removed the lights there are no bulbs to change or places to open up the light. it's a sealed unit,probably because LED's are used.
The coding for american F10's is different to european ones. On my german F10 the rear brake lights flash if you brake really hard but I think in american models the rear fog lights come on instead (not that they call them rear fog lights in the american owners manual). I'm not sure if using fog lights to show hard braking is legal in europe but doubt anybody will really notice/find out.
The part numbers for european front headlights are different to american ones but I don't know if that means the american ones don't have an E mark (they might not stamp it on if the headlight will never be used on european cars).