Then you push it from the bridge so that it comes out from the back of your guitar... There's a ball at the end of the string, which hold the string into the body from the back of the guitar.
i.e. if you tried to pull the strings from the bridge the ball will hold it, & probably it will never get out unless you break it . :D
If you're still stuck, go to the guitar store and let anybody there show you how to do it, changing strings on a Strat is realy an easy job ... It just may be a little annoying for the first time.
P.S.
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After you finish your job , winding the strings till the right tension can be very painful and time wasting job too ... Get a "string winder" if you don't have one.