How do I replace u-joint in 3500 dodge diesel front axle?

Most likely a Ft axle u joint in the steering knuckle

Check the lug nuts to be sure they are on tight.
The steering/suspension of a vehicle is nothing to scoff at when it isn't working right.
Safty first!
Have it inspected by someone qualified ...
Raise the vehicle and manipulate the whell in question ... upper and lower ball joints , tie rod ends , controle arm bushings... all could come into play here.
If you have done all of this , and the vehicle is a 4x4 , I would consider replacing the CV axle of the offending wheel. The inner CV joint if worn out will cause the symptoms you discribe.

I've seen some 4-wheel drive vehicle have vent tubes coming from the axle housing. Are you sure it's a vacuum tube?

Yes. But it may be easier to remove the caliper and unbolt the hub and bearing from the back, sliding the hub, bearing, and axle out all together without disturbing the ball joints. Saving quite a bit of time. Please rate my assistance and leave a testimonial.

lift front axle and place on jack stands. place front axle on 4x4 and rotate wheels by hand. If front axles are harder to turn than normal then remove drive shaft from transfer case and rotate front axle once more. this will let you know if the problem is in the front axle or in the tranfer case

You need to remove the front hub and bearing assembly's to remove the front axle shafts.

remove front wheel brakes,rotors, axle nut,remove the four bolts on the bake side of your unit bearing using one of the 4 bolts removed from the unit bearing (also knowin as wheel bearing) go get a half dozen of the same bolt only 1 to 2 inchs longer theard them into the unit bearing from the back side and start beating. the unit bearing is a sob to get out but will come out with time once you get it out pull out your axle shaft replace the ujoint and reassemble anti seize everything as you re assemble it

Sounds like front universal joints have worn out,,without more info,,i cannot help further

My '01 dodge 4x4 diesel had a simular problem turned out to be the dust cover or backing plate that had somehow moved probably due to expansion and contracting from the heat!

take off front drive shaft. put in a vice. lock in real tight. get socket and hammer and beat old u-joint out. put the new in. lightly tamp in the put it a vice and push the u-joints in when thats done get your socket and hammer and tamp them in farther so your snap rings can go in. when thats done. grease them and put back together