You can uninstall the game by entering Add or Remove Programs (Windows XP) or Programs (Windows Vista, 7, 8 and 10) in the Control Panel. In the list of available programs to uninstall, look for the entry titled Devilian and choose Uninstall.
Once it has finished uninstalling, you should also make sure that the folder for the game has been deleted. The folder for Devilian is usually located at the following path by default:
C:\Program Files (x86)\Glyph\Games\Devilian
If the game was installed in a different directory, you will need to find the location of the directory in which it was installed. Removing the Devilian folder should ensure that all files associated with Devilian have been removed from your system.