It just twists out like most all other bulbs. It's in what called a mogul base. They do get sticky from time to time. If it's really stuck you might try some CRC 2-26 electrical lubricant. Do not use WD40, that **** is flammable.
The mogul base is just like a regular edison base, only bigger.
Yeah, they get sticky, probably because they often run hot.
WD-40 is a not so great penetrating oil, and not so great lubricant, but I would go out on a limb and say it will be just fine. YES, WD-40 spray is flammable, and it would be idiotic to spray it onto a fire. But once it dries, it is not flammable, and the residue left behind will do a fine job from keeping the bulb from ever getting stuck in that socket again. Anyway, it isn't going to burst into flames on its own.
That being said, dielectric grease is a better answer, and I would not install a bulb like that without some sort of lubricant to keep it from getting stuck.