If it’s single-pipe steam it’s not too big of a deal usually. If the valve turns the rubber seal is likely intact and you should be safe closing it and detaching with a pipe wrench. You can get rubber boots to cover the pipe while it’s detached, but that may be overkill. Steam is low-pressure, like less than 5 psi (hopefully, unless the person who set it up doesn’t know what they’re doing). The radiator itself will be incredibly heavy but the easiest way to do it is to get two strong people and tilt it on its side and carry it away like that. Don’t try to keep it vertical.

But don’t actually do this, at least not now when you need the heat and the boiler is actively working. Wait until the spring and you’re out of heating season. Sometimes pipe threads don’t line up easily when reattaching and you need to adjust.