I have a bathtub spout that doesn't seem to have a set screw underneath. I want to know how to remove it. Also, can I replace it with a Kohler spout?
Thank you.

You can install any spout you like. Your present spout: does it feel solid or can you spin it around ?

You can install any spout you like. Your present spout: does it feel solid or can you spin it around ?\\

It doesn't seem to be able to spin around. Should I try to twist it off?

If you are absolutely sure there is no set screw on the spout then it must unscrew. Spouts are basically slip on with a set screw or they screw onto a threaded pipe. You must replace with what you have, slip or screw.