It will have a tube in it. Your old tube may be fine, but personally I'd put a new tube in it while I had the tire off. Tube sizes are kind of weird and you might have to do some cross-referencing.
You can change the tires and it will become easier the more you do it. They key is to have the proper tools and know the tricks. I use three tire "spoons" about a foot long. If you try to use those little 6-inch-long "tire irons" it's going to suck.
There are some pretty good videos on YouTube that will show you the basic techniques.
Just type in "How To Change A Dirt Bike Tire" or something along those lines and a bunch will pop up. It's a lot easier to grasp when you see somebody actually doing it.
On the .22 mod, you drill out the smaller hole that's off to the side.
Powder coating techniques? I don't now.
It took me two years to get over the urge to spend money and change my KLR. I've finally got it the way I want it. Hopefully from now on just tires, batteries, oil filters, chains and sprockets, etc.
Good luck with your tire-changing. Watch some videos and ask questions on here if needed and you'll be just fine.
Here's one video. Remember, the guy has a nice stand and has probably done this thousands of times, so he can do it a lot faster and with less apparent effort.
I think the best tip in this video is the one about the crease in the tube when you hang it over your finger to make sure you've got enough, but not too much, air in your tube before you put it in.
Also, if your tire's been on awhile, it will be a little tougher to break the bead. You won't be able to just push it down with your hands like he did.