Bulb replacement was designed into the appliance, meaning that; Yes, you can replace it and it's rather simple.
First, UNPLUG the appliance! You're working with the door open, so the bulb socket is hot (charged) even though the bulb is dead.
For the overhead light, the bulb is located behind a plastic splatter-shield that clips in place...Press the clips in to remove the shield, and un-screw the bulb (lefty-loosey).
For a sidewall bulb, there are the same clips holding it in place, but they are recessed and you may need a butterknife or to pop them out: UNPLUGGED, RIGHT?
What matters most are 2 specific shopping details; Wattage and base size
(width)...The first detail is stamped/printed on the original bulb, and
base width (not diameter) is easy to determine by laying the old bulb
on a ruler.
Overall bulb size doesn't vary much, and is easy to match
at the supplier.
Which was the other part of your question: Where
Most Walmarts carry a small selection of appliance
bulbs, and your local Lowes or HomeDepot have a few more to choose from...You will need those 2 shopping
details to zero-in on the replacement, then verify that the overall size
of the glass is the same or smaller.
(A bit smaller is OK, provided
the wattage and base-size are the same...but too wide or too tall, and
you can't get the cover back on.)
Best Buy can order the bulbs for
you if their service dept doesn't
have it in stock, and Sears offers the same service.
else fails; Hit the Yellowpages under "appliance parts" for a local
parts shop...The bulbs are for the most part fairly generic, and any
decent parts shop will have a few in stock.