It's easy with them off, but removing the headlights is a PITA, but probably would be wise if you do want to tint them which I SERIOUSLY do NOT recommend, as what's the point? All it does is let out less light at night which isn't fun at all.
I also hate tinted rear taillights but that's besides the point.
It's definitely doable, it's also a pain, but can be done with them on, still best off (and they're easy to remove).
tint film itself isn't that much, should only cost like $10 per taillight/headlight, but you definitely want it to be a cruddy hot day, use soapy water and have a heatgun in hand and a good squeegee with felt (straight plastic will scratch that vinyl before you can even touch it), it will take time.