You should be changing your guitar strings on a regular basis. How frequent depends on a number of conditions, e.g. how often you play, for how long, whether you sweat onto your strings a lot, etc.

Knowing how to restring is an important trick. Knowing how to restring quickly in the near-dark of a stage is even more important if your audience is waiting.

Watch this video from D'addario and notice how the string is handled at the neck-end.

This second video, although promoting Planet Waves a bit more, shows a slightly different procedure for wrapping the string. Bizarrely, it also shows the tailpiece detached from the body.