PS: It occurs to me that, as button cell batteries can be lethal if swallowed, access to the battery area might deliberately be made extremely difficult (or simply impossible) on any product that's designed for use by young children.
Chris is right - such battery compartments are often held closed by tiny screws (which are usually a right bugr to get open - speaking from experience here )
There are no screws, the amplifier is on the back page and it seems it cannot be opened, just goes into the cardboard at the back of the book. I have changed these things before on the books that make different sounds, in a column down the side. Thanks all.