Yep, the cone shaped thing is the alignment pin. I'd still take a sharpie and mark those three bolts in the picture.

I didn't touch the wheel well liner. I used a floor jack under the rotor to move the strut up and down as needed after unbolting. The air hose is hard to get to but it can be done pretty easily. If you use a floor jack, just be careful that you don't bend the backing plate behind the rotor. I got just the tip of the jack pad under the rotor and that worked great.