The long and painful way:
Start as either USA, USSR or China, invade Japanese Korea and release them.
Medium way:
Edit a 1936 save, delete the Korean provinces in Japan´s list of core provinces, save and load that savegame as Japan. Release Korea, end puppetry (and alliance?). Then save and load as Korea.
Short way:
Either write an event which releases Korea from Japan or use a mod that does this.