They are stapled on. It isn't that big of a production to remove them though. You will need to remove the valances themselves first. You should be able to find the screws by running your fingers lightly over the fabric covering the valances. Once found, move the fabric enough to get a screwdriver on the screw heads and remove.
Then, you just pry the staples out. I started them with a thin flat bladed screwdriver then finished the removal with a pair of dikes (Diagonal cutters for cutting wire). If you are handy, you might even fit some velcro on when re-assembling so you don't have to worry about removing the valances again.