I’m going to guess there’s not loctite in there. Even if there is, unless it’s the blue or green Loctite you should be able to break it without heat.
Anyways, without seeing the part, I’ll suggest the same punches that beowulff linked to. You need something with a flat head, the same size as the pin. Anything else (like a nail or a tapered punch) will cause the pin to deform, expand and wedge itself in tighter.
ETA, I’m assuming this is a small pin. I had to replace a wheel on something that had a huge pin (probably a half inch or so). Never did get it out.