Some are one piece, and some aren't (seen both varieties). It will depend on what Ford sells you
Not a daunting job, but that said, mine blew and Ford charged me $20 to do it while servicing. At the time, it was worth the laziness :) (although I wouldn't bother these days).
If you do a search on changing the cluster lighting here, you will probably find more detailed instructions on removing the fascia and cluster, otherwise have a look at www.fordmods.com
- they definitely have step by step instructions for EF/L's...