Here is my Molnija 3602 trench watch reprising its role as the display model:
The red rectangle show where the set lever holds the stem. The set lever can be connected to the rest of the watch by a set lever screw (like in the Molnija) or with a 'push' button/ set lever combo which is then held in place by another spring/ cover.
The following photos show both the push button (Seiko 6309a) and the set lever screw (Bulova 11AF) respectively. (In the interest of accuracy - with the Seiko the button and the set lever are actually two pieces, not one. Both pieces are held in place by a spring in the keyless works).
Back to the Molly:
Once the small screw is released, the stem should slide from the case:
If the stem is tight in the watch, check that the movement is aligned properly. The easiest way to do this is checking that the 3 o'clock dial position lines up with the stem (wristwatch, hunter pocket watch) or that the 12 o'clock dial position lines up with the stem (open-faced pocket watch). Keep in mind that the dial feet could be damaged or broken on older watches, which may mean that the dial's position isn't accurate to begin with. You can wobble the movement by undoing the movement screws on either side:
The movement should then be able to move a little. If the stem was tight, this should allow it to come free:
With most Molies, the movement is dropped into the front of the case, as the dial's diameter is larger than the movement's. With this trench watch I just used the same case blade that I've had for years.