How hard is it to replace a door?

I just moved into a house and the one thing I want to do is replace the door because the frame looks chipped and damaged and the door is warped right at the deadbolt (looks like someone tried to break in or something) So the facilities guys at my work said get a contractor because its "one of the hardest tasks ever" but you go on youtube and they make it look so easy. I have a masonry house and i am wondering how the frame is mounted to the wall. I guess there are screws or something but I dont see any screws on the frame anywhere. I guess i just want to know how the door frame is mounted to the wall, because if it's like giant masonry bolts than forget it. from the videos I have seen though, it seems that the most common way is that there is a wood plank held to the masonry with flat headed tapcons and the frame is screwed to the wood. but on my door it almost looks like the frame is screwed to the masonry. Anybody have any experience/knowledge in this area? thanks