don't be misled too easily, it could be that your not getting power to the fan motor, you'll have to check the wires for power with a voltmeter to see if this actually the case.
not all motors sieze up when they go bad so check for a no power condition first.
to answer you question, the process is pretty straightforward and a capicitor should be changed with the new motor, in case the new motor requires a different rated cap.
also, a new capacitor is included with the new motor for the reasons I stated.
good luck, post back if you need further assitance.