One nice source of construction and terminology of modern safe locks is from an unlikely source, a computer scientist named Matt Blaze:
http://www.crypto.com/papers/safelocks.pdf
But, as mentioned, specifics will depend on the actual lock. What you have looks roughly similar to a hand-change Mosler 402 (just from the viewpoint of the wheel stack). Carefully remove the the “C” ring that holds everything on the central wheel post, and it might even be a good idea to keep track of which side was “up”. Then take off washers, wheels, etc. but again keep track of order and up-ness. The wheels should come apart into two halves to set the combination; in some locks alternate wheels are numbered in opposite directions which is why order is important. To re-assemble, reverse the steps.
At least, that’s the basic idea. Details are left for you to discover :-) but let us know how it goes.
