Slant Fin replacement
The cover is probably nailed into the wall studs, with the nails behind the finned tube.  I've used this procedure in several rooms to replace the entire cover around the finned tube:

https://www.thisoldhouse.com/heating-cooling/21017155/how-to-replace-a-baseboard-heating-cover

First, you need to take the front of the cover off and the brackets holding the finned tube.  Then you'll  need some shims to pry the cover away from the wall, and slide a long saws-all blade between the wall and cover. Cut off the nail heads behind the cover.  The back of the cover will slide out.

New "dummy" covers can be purchased at the home improvement center.  These are just the covers without the finned tube.  Use these parts to replace the cover you removed.  Secure the new cover to the wall with drywall screws at the stud locations.

As an alternate, I've also seen special covers that go over the old rusty covers without the need for cutting or tools.