Yes, I've done this several times.
Your sight should come with installation instructions. If so, use them; if not, the below instructions should get you through the process.
- Unload gun, completely remove all ammo from the area. Double check.
- Look at the left side of the rear sight; you should see a tiny slotted nut with a riveted dimple in the center of it. Take a close look at it now (or maybe a good close-up digital photo), because when you replace the sight, you're going to have to replicate what the riveting/flaring on this assembly looks like.
- Compare the sight blade to the existing one visually; it should be a close match for size/shape (not counting any damage to the old one ). If it looks too large or too small, stop and call the company you got it from to check the size. This is important, because the next thing you're gonna do is...
- Break the old sight-adjustment screw off. You do this by using a strong, properly-fitting screwdriver to turn the windage screw counterclockwise all the way until it stops, and then keep cranking on it until it snaps off. There is a pre-weakened section of the adjustment screw that is made to fail under these conditions. This is the only way to get the old sight blade off, and it's why they include a new screw and nut with the new blade. When the screw breaks, the nut and end of the screw on the left side should come off, and you should be able to unscrew or slide the adjustment screw and old sight blade out the right side of the sight body. If the click adjustment detent and spring are free inside the sight body and try to fall out after you remove the blade and screw, restrain them and keep them in place. They're very small, and easy to lose.
- Take the new screw and blade in hand, and before you go any her, MAKE SURE THE SIGHT BLADE IS FACING THE RIGHT DIRECTION. If it is plain black, this is not critical; if it is a white outline rear sight, you need the white outline to face to the rear so your eye can see it. If you put it down and pick it back up again for any reason BEFORE installing it into the sight body, CHECK IT AGAIN FOR PROPER ORIENTATION. This is the voice of (my) experience talking, here.
- Thread the adjustment screw about half-way into the sight blade, and then slide it into the sight body.
- Place the nut on the end of the adjustment screw sticking out of the left side of the sight body, slotted side facing out. You need to gently screw the nut into place while holding the screw still with your other hand. Sometimes a tiny jeweler's or eyeglass screwdriver can be used to swirl the nut around by one of the slots until it is almost seated (most gunsmiths have a tiny two-pronged screwdriver just for this job). You can also try to hold the nut and move the adjustment screw, but this will also cause the blade to move (just like you were adjusting the sight), and if it gets too far off-center it will jam the screw or nut and cause problems. You want to get to the point where the nut is ALMOST tight, but the screw will still move, and you can feel the clicks when it does. Nut too loose, and the clicks will not "click" and hold the adjustment screw in place; nut too tight, and the screw will not move at all. The end of the screw should be flush, or nearly flush, with the slotted end of the nut.
- Now, you will need to stake/peen/flare the end of the adjustment screw ever so slightly. The purpose is to make sure it doesn't come off, or get too tight and jam the screw. When you're done, the screw and nut should rotate as a single unit when the adjustment screw is turned. To do the actual staking, you'll need a center punch, a rounded-off small-diameter steel rod, or something similar. I have a punch made for this job, but I've seen it done with a small screwdriver (it often ruins it) or a common nail, too. When you stake the end of the screw, you need to turn the gun on it's right side and put the head of the adjustment screw against something clean smooth and solid, like a bench vise anvil, loading press frame, or another hammer laid on a benchtop. You MUST have the screw held snugly against the solid object when you tap on the other end to flare the screw into the nut slots, or it might damage the sight.
- Tap the punch lightly once and then turn the adjustment screw to see if the screw and nut turn as a single unit. If it slips, move it back and tap it again, slightly harder. It's a small part, and you don't have to hit it very hard at all to get the job done, so don't overdo it. Once you think you've got it done, gently and slowly turn the screw all the way to the right and left stops (clockwise and counterclockwise through its full travel), and check the nut as you turn to see if it loosens. If it seems to drag or bind, put a drop of light oil/lube on the right side and in the top slot and let it work in as you turn the screw; wipe off any excess when you're done.
As I said before, if you get instructions, follow them, even if they conflict with this info. I am replicating this from memory, and it's quite possible I have forgotten something or mis-remembered it. But it should give you a good overview of what you need to do, and what is happening while you do it.