Neither do I. I just figured it out as I went along. And that's your only two options for replacing sights: either something springloaded like the Trijicon HDs for the striker PPQ (not availablle for the PPQ 22), or press-fitted.
I don't remember if it came with the set screw. It's really held in place by tension, as in, I used a rubber mallet to hammer it in. Probably could have used a sight pusher, but I already had the mallet.
I meant to leave the edges on, for charging handle purposes, but they're really sharp, especially around the corners, and not large enough to use as grippy bits.
If you are determined to tackle it yourself, it isn't rocket surgery to file off the ears; Lyman makes a brass hammer with a brass drift for tapping such things in and out.
Cold blue will let you color the filed edges of the sight; the usual rule is to drift the sight in from the left.
If you're really afraid of making a mess of it, listen to Mike.