As with any other Windows program out there, it can be uninstalled in the standard Windows way, from the Add/Remove Programs section of the Windows Control Panel.
Keep in mind that if you have any FSDT (or Flightbeam) scenery, it will not have all its feature (no docking systems, no marshallers) if you Uninstall GSX and, since GSX is entirely free to use at any FSDT scenery, there's no reason to Uninstall, even if you only need to use it at FSDT sceneries.