Correct, you can definately leave the cylinder and APS in place.
I guess I don't fully understand the pin question...block up the bottom of the concave with lumber, take a hammer and tap the pins in (assuming you can hit them from the outside, I don't recall which way they go. Actually, I think you have to be on the inside and hit them out if I recall correctly)
Don't forget to remove the two large bolts from the outside that secure the rotor intake floor to the outside of the combine. They are large shiny bolts on my machine.
Should then be able to slide and roll the concave out and around the cylinder. (have the cylinder in "neutral" to help roll it out.
Before you install your new concave, I would match them up side by side and compare. Assuming your old concave was in good condition and built properly, your new aftermarket should match up the curvature and pin locations pretty close. Last thing you want to do is a new install and find out a day later you cant get it leveled or something doesn't line up right.