im trying to remove his head to paint it and put it on a yellow tracks, just like the approach of 'dufftrix'

i unscrewed the screw, but the head remains together rendering the screw pointless
is it glued or somthing?
how do you remove it?

I had a difficult time pulling the 2 halves apart too. Besides being screwed on, they also decided to glue the halves together. You just need to keep prying it off. You may want to use an exacto knife and move it along the border where the 2 halves come together then use a flat head screw driver and just pry it apart.