That center with the blue paint is the axle shaft. It stays with the rear end. The wheel and drum will normally slide right off once the lug nuts are removed. It sounds to me like the brake shoes are stuck to the drum, but, not the axle shaft or wheel studs. If so, put the wheel back on, tighten all the lug nuts, and drive the car forward or backward to break the shoes loose from the drum. Then pull it back apart and the drum should now come off.