The rear screw will release the back of the shell. The front of the shell has two screws on either side above the cylinders. These were not on the earlier versions of the locomotive, hence why they're not on the schematic. The older locos actually used a couple of tabs in that area to keep the front of the shell on, I don't remember if the new version still has these in addition to the screws, but if it does it can require a bit of wiggling to get them to release.
This is a general maintenance/lubrication video from Bachmann, but also happens to have the disassembly of a pre-DCC 0-6-0 at the 2:20 mark.
I need help removing the shell from a Bachmann 060 New Haven with slope tender. I looked at the schematic diagram and still cannot tell how to remove the shell. The three screws under the chassis only remove the cover plate for the drivers (and one is stripped and it is 2-64 not 2-56). This is not a Dockside but is supposed to have DCC Onboard according to Bachmann. Any help, videos, photos etc are appreciated.