To remove just dmsetup package itself from Debian 9 (Stretch) execute on terminal:
sudo apt-get remove dmsetup
Uninstall dmsetup and it's dependent packages
To remove the dmsetup package and any other dependant package which are no longer needed from Debian Stretch.
sudo apt-get remove --auto-remove dmsetup
If you also want to delete configuration and/or data files of dmsetup from Debian Stretch then this will work:
sudo apt-get purge dmsetup
To delete configuration and/or data files of dmsetup and it's dependencies from Debian Stretch then execute:
sudo apt-get purge --auto-remove dmsetup
More information about apt-get remove
apt-get remove is identical to install except that packages are removed instead of installed. Note that removing a package leaves its configuration files on the system. If a plus sign is appended to the package name (with no intervening space), the identified package will be installed instead of removed.