That "bearing cap" just sits on the top of the bearing and isn't fastened in any way. Just use your finger nails to pry it loose. It does have an O-ring inside (see below) so it will be a snug fit.

BTW, two things about CK headsets;

1) There is no inverted split cone centering ring. The steerer is centered with an O-ring in the bearing cap so be sure the steerer's top edge is slightly beveled on the outside so as not to damage this O-ring.
2) The bearing cartridges are not removable from their cups by the owner. They must be relubed in place if you choose to do so.