When you open the case you will see several flat "ribbon" cables from the motherboard. These connect to the floppy disk drive, hard drive and CD/DVD drive. As the floppy and CD/DVD drives are easily identifiable, the remaining device will be the hard drive. Pull out the ribbon cable and power cable. There will then probably be four screws holding it in its cradle - undo these and remove the drive.
Sony Xperia Z5 review: Hands-on with the phone which the Z3+ should have been