Here you will need to find a set screw at the underside of the spout near the wall end. The set screw is usually an Allen head, and recessed. The trick here is to loosen the set screw.

Installing a tub surround. To remove the tub spout, feel for a recess along its underside. If you feel an open area, expect a slip-fit spout, secured to copper pipe with an Allen screw.

Coleman said that once the screw is loosened, the tub spout will come "right off" if the pipe is secured properly behind the wall, but it might come flying out through the tile. "Ask me how I know ...