the screw jack that came with your car is for an emergency situation use which lends its self to the thought of it’ll only be used a couple times if that so it is not particularly well made. you CAN change it with just the jack but just assume its going to fall at any second and keep yourself clear at ALL times. these usually fail because they are used at an angle and the scissor collapses because it literally only takes force vertically with any reliability. break the lugs loose on the ground, jack it up, swap the wheel and “hand tighten” as best you can, then put it back on the ground and “torque”. i know you probably dont have a torque wrench but dont try to do the final tighten in the air on the jack or you will collapse the jack from the lateral force of rocking it with the lug wrench. personally i keep an old steel wheel with no tire laying around the shop for roadsides because jackstands rarely work on the side of the road but you can at least keep it from hitting the ground by throwing the steel wheel under it at a pinch point. it may do damage but not as much as a naked hub hitting the ground OR YOU!
the screw jack that came with your car is for an emergency situation use which lends its self to the thought of it’ll only be used a couple times if that so it is not particularly well made. you CAN change it with just the jack but just assume its going to fall at any second and keep yourself clear at ALL times. these usually fail because they are used at an angle and the scissor collapses because it literally only takes force vertically with any reliability. break the lugs loose on the ground, jack it up, swap the wheel and “hand tighten” as best you can, then put it back on the ground and “torque”. i know you probably dont have a torque wrench but dont try to do the final tighten in the air on the jack or you will collapse the jack from the lateral force of rocking it with the lug wrench. personally i keep an old steel wheel with no tire laying around the shop for roadsides because jackstands rarely work on the side of the road but you can at least keep it from hitting the ground by throwing the steel wheel under it at a pinch point. it may do damage but not as much as a naked hub hitting the ground OR YOU!