The threaded caps are left hand threads so turn it to the right to remove. Grips are glued to bar on clutch side and throttle sleeve on throttle side. Check out HAND CONTROLS in the accessories section for replacement throttle sleeves.
Vulcan stock grips are held on with a left hand thread grip cap - so you need to turn to the RIGHT to remove. The clutch side grip is glued to the bar. You can cut the grip or use a long shank narrow tip screw driver to work the glue loose.
The throttle side also has a cap but the grip is glued to a sleeve which floats on the bar. If you plan on using the throttle sleeve, its easier to cut the grip to get to the sleeve. You have to remove the cables from the switch box. It's easy just note the configuration for replacement.
Glue is required for the clutch side grip. Often new grips will include glue. You need to ensure you have the grip in the right configuration BEFORE sliding it on, the glue sets quickly. As an alternative to glue, use some of the old fashioned hair spray. It really works.
On the Throttle side sleeve simply slides onto the bar end and you need to reconnect the cables.