The part you have that is broken does not adjust windage.  It locks the slide that controls elevation by its position on the radius of the sight base.  You can remove the sight leaf from the base by driving out the pivot pin (left to right) with a brass punch.  Maintain pressure on the leaf and its spring before fully removing the pivot pin.  When the leaf is free from its base, the slide can be moved forward off the leaf (be careful because there is a little spring and pin that fall free, as the slide is removed from the leaf).  There are many variations in Krag sight parts.  Joe Poyer's Book - "The American Krag Rifle and Carbine" is available from sellers on the internet, usually for under $20.  This Work does a fine job explaining the various sights, changes, and variations.  Lots of minor sight parts for the Krag are available from S&S Firearms, Glendale, N.Y.  Their catalog can be viewed on the internet.