Generally, if you don't want to lose memories, you should replace the
battery while the radio is operating.

I don't know about that radio specifically but if you can find the battery
by opening the radio and disassembling it enough, then switch on the power
and replace it.

Some radios don't use lithium batteries. Those that do, generally use the
same size unit, with either solder tabs or printed circuit mount tabs. You
can solder wires on to one without tabs. Nothing critical here. They last
several years; if yours has gone dead then you don't need to replace it with
the power on.

73, Bob