I am not sure what year truck we are talking about, but from the picture you have showing the pitman arm and the corresponding connecting rod I think I can guess how they come apart. I think if look at the end of the connecting rod where it attaches to the pitman arm, you'll find a cotter key possibly and a threaded screw under that. Remove cotter key and then back out the screw and that should allow you to disconnect the connecting rod from the pitman arm.
The worm bearing thrust scrw is on the end of the steering box. There should be a lock ring you need to loosen before you can make any adjustment. This lock ring usually has notches on its outter edge that you can place a screw driver in and hit with a hammer in a counter clockwise direction to loosen. To redust worm shaft end play you turn the thrust screw clockwise. You do not what to over tighten any of these adjusters by the way. I would think if you had excessive worm gear end play you would be able to check it by pulling and pushing on your steering wheel. If you cannot pull it out and push it back any then your wormgear adjustment should be fine. Most of the time the looseness in steering is more likely due to wear in the sector gear and is adjusted with the sector lash adjustment screw. This adjuster screw is on the side of the steering box directly opposite of where your pitman arm attaches. There is also a lock nut on this screw that needs to be loosened before you can adjust the lash. I recommend you get a manual to make sure you adjust your steering box correctly. You can make things worse by over tightening these adjusters.
The red arrow does point to the fill plug for the steering box. I ordered some Penrite manual steering lube from a place in Texas called classic Auto Lubes I think. Do a such on Penrite and you find them. Good luck.
