Rob,
The choke tube is a small tube that threads into the muzzle. You'll find it there. Usually there is a little tool/wrench that comes with the gun, and it fits into slots on the front of the choke tube, and you just unscrew it. Sometimes it will say what kind of choke tube it is, just on the side of it.
Heres some Remington 870 basics, for disassembling the gun: When remove or put the barrel on, make sure the gun is pumped halfway or so back. You don't want to mash the extractor with the back of the barrel. Remove the barrel by taking the nut off the magazine tube and then just take the barrel off. If you want to remove the pump and bolt, put your finger in the bottom of the receiver, and hold down the left side shell latch. And then carefully push the pump out. Fidget around with it a bit, and you'll figure it out pretty easily. Fortunately, the 870 is a durable series of shotguns. Theres really not too much you can break.
To put the pump and bolt back in, slide it in until it stops, reach into the receiver, push the right shell latch, then it'll move like a couple millimeters and stop again, push the left shell latch and keep sliding it in. Then hit the action bar release, thats the one near the trigger, and pull it halfway, reinstall barrel. Before doing all this, might be a good idea to make sure theres no rounds in the magazine tube or chamber.
It's not very hard to shoot clays with a shotgun. Just put the bead where you want to break stuff.