Delex Delta spout was installed on the top edge of our tub, then tiles were placed around spout and handles. Spout is loose and we want to remove it, took the bottom plate off spout and don't see any access screw. Do we have to break the tiles to remove the spout??

Souts are attached in 2 ways. They are threaded on or slip on with a small set screw. Set screws are on the bottom of the spout for appearance reasons. Tiles do not need be removed unless the install was done incorrectly from the start. This is a good read on the issue Popular plumbing problem solving and remodeling DIY discussion advice forum site.

Bob gave you a excellent answer. Let me add a little to his post.
Bob's correct when he says the spouts come in two flavors Slip and threaded, (see images.) If your spout Has a small square opening in the bottom next to the wall then its plastic and can be remover using a Allen Head wrench. However, If the spout's chrome over brass it will unscrew counterclockwise. Good luck, Tom