Typically the windage (left to right) adjustment is made at the rear sight. Move the rear sight to the right. I'm guessing it is mounted to the barrel in a dovetail slot. simply tap it with a drift (or anything else that is handy and made of brass or other soft metal), and that will do it. You can put a piece of tape on the barrel and reference it to the sight in some way, so that you will be able to confirm that the sight is actually moving. It won't take all that much.

Anyway, move the rear sight in the direction you want the bullet to go (to the right in your case). If you do adjust the front sight, move in the opposite direction you want the bullet to go.

I have a Marlin 1895 and I removed the rear sight and put a Williams peep on it, which is awesome in the woods.