The information you're asking for is too broad to fit in a simple reply. You'd do yourself a favor by getting some kind of written illustrated information (Mercedes CD manual, Chilton, Haynes), then we can help you with any fine points of the process. There are many issues to cover -- antisqueal paste, brake fluid, bleeding, rotors, etc.
There is some information on this site which may help:
E-class brake job
How difficult this job is depends on your comfort level working with cars. No special tools are needed outside of a regular automotive tool set. Have you done brakes before?