The caliper pistons would have to be pushed back in to allow you to slide the new pads in, which is done more easily with the calipers off. It will also give you a chance to clean any crud off the pistons before pushing them back in and fitting the new pads.
Pads slide out without removing wheel or calliper, remove pin, unscrew slide pin, remove spring plate, push pads back gently, remove from the top and replace, easy I do it once a month in winter to shift all the crap, same with the back pads but they drop out of the bottom of the calliper.