I am disassembling the center shift mechanism on my No 33 pull grader. There is a part described as a "clutch" in the parts manual that secures the handle/wheel assembly to the shaft. No clues in the parts manual about how the clutch is attached to the shaft. There is pin that extends through the "clutch" and the shaft. I don't see a keyway on the end of the shaft so I am wondering if the "clutch" is threaded on the shaft or pressed on the shaft. The clutch is certainly rusted on the shaft and will require heat and persuasion to remove it. A photo is attached. How do you think that the part is attached to the shaft?

From your picture, it looks as if the drive member is held to the shaft with a pin that has been mushroomed to retain the pin. Grind or file off the mushroom, and use a drift punch of the right diameter, and see if you can drive the pin out of the hub. Apply plenty of penetrating oil in the meantime, to give it time to soak in.

After removing the pin, you think that the clutch unscrews from the shaft via threads or is pulled straight off the shaft (no threads)?

It's highly unlikely that it would be threaded, that is not a common Caterpillar engineering design. The parts book (if you have one), should show any threads if they are there.
The protruding end of the shaft, should show a spiral start to threads, if they exist.
Finally, as a prudent move, once you have the pin removed, and the shaft soaked .. secure the shaft, and turn the casting with a large pipe wrench, in a regular LH unscrewing motion.
If it's threaded, you'll see it start to unscrew .. if it's just pushed on the shaft, it will merely turn without moving out .. which will assist with loosening it, for removal with a puller, anyway.

I would expect a taper pin.