You can replace a spoke on a wheel without removing the wheel, assuming it's not a drive side spoke. That will probably require you to remove the cassette to thread the new one. Remember to put some sort of spoke prep on the threads before you screw it into the nipple. You can true it on the bike using your brakes as a gauge to judge out of round. I find that if I tension the spoke to be roughly the same tension as the others on that side, only minor truing will be required.
However, if you're experiencing a lot of spoke failures, I bet they're on the non-drive side, you probably have low tension issues with the wheel and all the spokes will be fatigued and just waiting for their turn to break. You would be best off to replace them all at once and get the wheel rebuilt. You will get a good long service life from the wheel after that.