Buy an access panel first so you will know what size hole will be possible to work through...12 x 12 is about what you need for room to work. Measure carefully to locate where to cut, standard length for a frost-free sillcock is 12" from the outside flange. Most likely, with copper piping, your dealing with a sweat connection and will need a small tubing cutter, torch, 95/5 solder, flame-proof blanket, and a fire extinguisher or spray bottle of water. Start with a small hole in wall until the end connection is located and then cut to size of the access panel. Valve out water line and drain completely and remove valve core from the new valve before applying heat! You may want to sweat in a short 3-4" piece of copper into the new valve outside the hole and use a coupling to make the connection to the existing piping, this will be easier and quicker to sweat than trying to sweat the new valve directly to the existing piping, and keeps torch time in the wall to a minimum. Good Luck!