Not quite certain as I have never done one on a 406, but I am told that
they have the same pedal clip as the Citroen Xantia.

I have changed quite a few Xantia cables.

The cable has an "arrow head" at the clutch pedal end. This makes the
clip a one way street.

Removing the cable from the clip at the pedal is the awkward bit! You
will need to remove the pedal to do this.

Undo the cable at the gearbox end.
Remove the clutch pedal.
Seperate the cable from the clip.
It is now advisable to change the clip
Put the new clip on the pedal.
Replace the pedal.
Feed the new cable into it's brackets, into position
Feed the pedal end through the hole in the bulkhead.
Get someone to hold the gearbox end of the cable.
Stick yer head in the footwell and guide the cable into the clip.
When it's almost home, get the other chap to give the inner cable a
good hard sharp shove.
The cable should click into the clip.
Fit the gearbox end.
Adjust.

All this is very well if the cable is the same as the Xantia, I suspect
it is, as every time the AA man brought in a Xantia with the pedal on
the floor, he would allways tell me that the same clip snaps on the
406.

Hope ths helps in some way.

Regards
       Slim