The screw is to hold the wedge loosely in the slot -just to keep it from falling out of the gun. sometimes it does that and other times, it falls out anyway. The wedge needs to be all the way out and barely hanging before it will clear the tenyon and allow the barrel to move forward. New barrels are somewhat tight and you may need to use the loading lever to push against the front of the cylinder (gun on half cock) to get it moving.
At the bottom of the frame, are two pins that fit into holes in the barrel assembly. On Uberti's, these are usually loose enough that they can fall out during disassembly and handling. I usually burr the edges of the holes in the frame so that they go back in a bit tighter.
After that, the Dragoons disassemble just like the other Colt types- only a bit easier since all the screws and action parts are so big.
There is a pretty comprehensive discussion of the procedure here:
http://www.thehighroad.org/showthread.php?t=137102