I've only changed caps before, but changing lead and cap at the same time most certainlycan be done. There are two spade connectors (female on the leads I believe) that you unplug, unplug the spark plug end, and then get the cable out. Thread the new cable back in and plug it in and see if it will fire up
Just pay attention to the routing of the original cable, and try not to subject the cable to sharp bends or kinks.