Known vs. Prepared
Does that mean that I can change my list of available spells known/prepared/selected, only when I change level?
Prepared and known are the two different ways spells are handled. A Warlock uses spells known, they don't prepare as a Paladin, Druid or Wizard does. Classes that prepare spell have more options over all, but can't have all of those options availible everyday, they have to choose a smaller list of those spells to prepare.
Warlock, like rangers and sorcerors, know a set number of spells that they can cast as long as they have the slots to cast them.
Do I have to keep the same spells for all level duration? I can change/replace only one spell at each level and keep the rest?
Yes. Warlock can change the spells they know only when they reach a new level. They gain spells according to the Warlock chart on p.106 of the Player Handbook. In addition, they may change one spell from your known spells to another from the Warlock list when you level.
Additionally, when you gain a level in this class, you can choose one of the warlock spells you know and replace it with another spell from the warlock
spell list, which also must be of a level for which you have spell slots.
Cantrips and Invocations
What happens with cantrips and invocations? What are the update rules for them?
RAW, the cantrips can't be changed, but many DMs will allow the switching of a cantrip instead of a spell at later levels arguing that cantrips are spells. There was a sage advice allowing it.
A singe invocation can be changed on each level.
Additionally, when you gain a level in this class, you can choose one of the invocations you know and replace it with another invocation that you could learn
at that level.