To replace batteries on the Aeotec Z-wave door sensors you'll need 2 AAA batteries.
Press button on the end of the larger casing to release cover of the case.
Take cover off and you'll see 2 AAA batteries. Replace those with fresh batteries and replace cover onto the mounting plate. Make sure the dot on the casing lines up to the dot on the magnet.
You can test by opening / closing door and seeing a red light flash to the lower left of the button.