it is going to be a big chore to patch the wall after prying the old one off.
That is the time to look for water damage and repair that as well.
The new surround should have instructions.
What kind of tub surround do you have now Cherrie?
Look on you tube. There should be many video tutorials to help you.
You'll have to remove the caulk around the tub. Use a knife and cut into the drywall around the tub and remove all. Replace with cement board - waterproof for use in the bath. Screw in new board, tape, drywall patch, sand smooth. Apply finish tiles as directed. Caulk around tub - fill tub first so caulk does not crack in the future from the weight of the water.
Photos would help. Some tubs are a complete unit where the surround is part of the tub and all made of fiberglass.