The corner lights are held in place by a tab. If you look at the headlight from the rear, yout can see it. Pry the tab back with a screwdriver and push the light out. No need to remove the headlight.
As for cleaning the headlight, there are two things you can do:
1. West sand them with a metal polish, and follow up with sratch-x.
2. Use a convertable rear window plastic cleaner.
<span style='color:gray'><span style='font-family:Courier'>1995 e36 3 Series RIP
1999 e46 3 Series BURN IN HELL
2000 MR-S Roadster= Current</span></span>