Are you referring to the tub spout?
If, after removing the old one, there is a threaded fitting, it is almost certainly soldered on. To get it off, you'll need a torch and a pair of pliers. Get it hot enough to melt the solder and twist a little while pulling it off with the pliers. Take a dry rag while the solder is still molten and wipe it clean, and it will probably be clean enough to allow the push on spout to seal properly.
The instructions should say how long of a piece of pipe needs to stick out of the wall to make the connection with the new spout. If there is enough pipe sticking out, you could probably just cut the fitting off. It is possible that even with removing the threaded fitting, the stub will be too short.
You have an alternative in that you could replace the spout that came in the kit with a screw-on version. Maybe one of the plumbers knows what might fit, but that's sometimes hard withoout seeing the old one.