You can uninstall or removes an installed exim4-daemon-heavy package itself from Ubuntu 14.04 LTS (Trusty Tahr) through the terminal,
$ sudo apt-get remove exim4-daemon-heavy
If you would like to remove exim4-daemon-heavy and it's dependent packages which are no longer needed from Ubuntu,
$ sudo apt-get remove --auto-remove exim4-daemon-heavy
If you use with purge options to exim4-daemon-heavy package all the configuration and dependent packages will be removed.
$ sudo apt-get purge exim4-daemon-heavy
If you use purge options along with auto remove, will be removed everything regarding the package, It's really useful when you want to reinstall again.
$ sudo apt-get purge --auto-remove exim4-daemon-heavy