Need to replace a hard drive in a macbook
Yes, the new hard drive is empty.  In fact, if it purports to have OS X on it, I would be suspicious.  I'm not sure Apple have ever supplied OS X on a separate drive.  
"Old" laptop Macs (before OS X Lion) were sold with an optical disc. After a certain time most have shipped without an optical drive or a disc to put in it.  In that case the internal hard drive (or SSD) was supplied with a recovery partition.  You may be able to use Lion or later on a boot-able USB.
Yes, you might want to look at iFixit's guides or Apple's support articles.
Just Torx screws.