There should be an uninstaller in the Applications folder. However, if McAfee was removed improperly, by simply putting all the McAfee apps in the trash, then it may be gone. In that case, you have two options:
First, log in as an admin user (if you aren't already using an admin user account) and try executing the following command in the Terminal:
/usr/local/McAfee/uninstallMSC
There is a hidden Unix shell script there that will uninstall components of McAfee. When it runs, it will ask you for your account password. When you type it, nothing will appear in the window... that is normal, just type it anyway and press return.
If the Terminal complains with an error message saying "No such file or directory" that means this script is no longer present. In this case, you will need to try reinstalling McAfee, then remove it using the newly-installed uninstaller, found in the Applications folder.