I haven't seen anyone specifically mention changing out the hub caps in their wheels, but I wouldn't imagine it's a big deal. Basically all you need to do is pull the hub out of the wheel and measure the diameter of the space for it. With that you should be able to replace it with any hub cap that matches that diameter. A lot of wheel manufacturers make interchangeable caps for their wheels, so once you have the diameter you can find out from them what caps they have available in that size, or use a site like Wheel Cap King
to find a cap closer to what you want.
Hope that helps some