Which model did you get? I have an MMS-8F. On most MM mandos, the tailpiece is a cast, solid piece that doesn’t have the type of cover Fiddleman mentioned. Does yours look like the one in the pic? If so, the loop at the end of the string simply slides off the pegs once the string is loosened. Putting new strings on is the reverse - poke the end of the string through the respective hole in the top of the tailpiece, pull through and position the loop on the peg, position over the bridge and take it up to the tuner peg to tighten. Be sure to change only one string at a time… bad, nasty things will happen if you remove all of them.
I love my MM and am always trying to find more time to play it. Hope you enjoy yours!