Each sensor has a built-in battery that cannot be changed out. You have to buy a whole new sensor. Battery life is supposedly 7-10 years. They're expensive to replace, too.
I had a TPMS sensor replaced a couple of years ago in my 04. It only cost about $45 out the door to have it replaced at Discount tire. It was better than the $100 that the dealership wanted. Just wanted to throw that out for anyone contemplating a replacement.