In general, first you have to be sure that no agents are using this collector. If it is one of collector group than other will take agents from that one, but if not you should disconnect agents and reroute them to other collector. Than you have to use uninstall script that should be available in installation path for Linux. On Windows jest go to Control panel and do that there.
Ok you're right. Just remove whole dynatrace directory (if there is only collector, if there is something more, delete just collector. Remove as well dynaTraceCollector from init.d. That's all