Unscrew the four captive screws with a Phillips #00 screwdriver.

Pull the CPU heatsink out. To remove it, grab the heatsink and pull it out and upward.

Captive screws should not be able to be removed. They only screw, they do not come out.

Be sure to clean both contact points on the CPU and heatsink with isopropyl alcohol and reapply fresh thermal paste before reinstalling the heatsink.