Don't use heat unless you want to damage your tub. The porcelain will pop off from the metal and then you will have to change your tub along with the drain.
You have to get to the underside of the tub to remove the drain. The tool they sold you is a basket wrench and is used on the inside and you also need to use channel locks under the tub at the same time.
This site will tell you how to do it.
How to Remove a Tub Drain | DoItYourself.com
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