To remove the stem you must first loosen the set lever screw, then you can pull the stem out.
You only need to turn the set lever screw a couple turns to release the stem. Some movements use a button instead and in that case you would simply push the button down lightly with a pointed tool and while holding the button down pull the stem out.
For watches with one-piece cases where the movement comes out the dial side and the case has no removable back, you will not be able to get at the set lever screw. For this type of watch you must grasp the crown firmly and pull it out, or use plastic or soft brass tweezers to get behind the crown and pop it off. These watches have two-piece stems that have male and female ends that snap together. Then remove the bezel and let the movement come out into your hands. Then remove the hands and the dial and put the movement face down into a movement holder. Now you can remove the stem as described above.