It depends on how the arbor is mounted to the chuck. It can be a Jacobs taper mount, thread mount or integral to the chuck. If it's integral to the chuck, you can't remove it. If it's a Jacobs taper mount, you use wedges to release it. If it's threaded on, you will typically see a screw down inside the chuck (usually left hand thread). After removing the screw the chuck should unthread from the arbor. Some chucks are engraved or stamped with the mounting information.
Ted