Look under the body and accessories section - combination light removal. Here's a part of it. Line 2 mention to remove the bumper, this is true for the 2014 model as well.
2013 - CX-5 - Body and Accessories
FRONT COMBINATION LIGHT REMOVAL/INSTALLATION
WARNING:
Incorrect servicing of the discharge headlights could result in electrical shock. Before servicing the discharge headlights, always
refer to the service warnings. (See DISCHARGE HEADLIGHT SERVICE WARNINGS.)
NOTE:
Fogging or condensation on the inside of the front combination lights may occur due to a natural phenomenon occurring as a
result of a temperature difference between the interior and exterior of the combination lights. However, it has no effect on the
light performance because the temperature inside the front combination lights rises after illuminating the headlights or a period of
time has elapsed.
1. Disconnect the negative battery cable. (See NEGATIVE BATTERY CABLE DISCONNECTION/CONNECTION [SKYACTIV-G 2.0].)
2. Remove the front bumper. (See FRONT BUMPER REMOVAL/INSTALLATION.)
3. Disconnect the connector.