Comparison between the stock Z32 brakes (L) and the Skyline GT-R32 brakes (R)
As you can see quite clearly the discs of the GTR32 are larger and thicker

and the difference between the calipers, Z32 (left) = aluminum, GTR32 (right) = iron

Before proceeding you will have to remove some brake fluid, otherwise you run the risk that the reservoir will overflow 
when installing the new brake kit. (believe me, you don't want brake fluid all over the engine)
also put some old rags around the reservoir (just to be safe)

Remove the wheels and brake-pads

The calipers are attached with 2 bolts remove them.
Also remove the brake-line from the caliper (red circle)

NOTE: Have some rags ready since brake-fluid will flow out

Once the caliper is out of the way, remove the old disc.

Install the new discs..but before proceeding you'll have to bend the edge of the disc-cover.
otherwise the bigger R32-discs will rub against it.

Install the new calipers and fill them up with brake fluid.
Install the brake-pads and re-attach the brake lines

After you have bleed the brake-system (to get the air out) you're all set.