Its just like a normal caliper change with two extra steps, you have to drill your rotors if you are only 4lug, and you have to cut off or otherwise remove the dust shield.
KA24DEvelopment.com :: 240SX Brake Upgrades
This one is for a S14 so change accordingly if you have 4lugs and if you don't run into the bolt length issue don't add spacers.
Q45 Brake Swap (S14) : 240SX Technical Forum