How do I remove an installed .pkg file
You can check what was installed and remove it manually. Copy the *.pkg file to some empty tmp folder. Then:

xar -xf YOUPACKAGE.pkg


Then print the content of the Bom file with:

 lsbom $(find . -name Bom)


You'll have the list of files like: (Here's the part for Cisco AnyConnect)

./opt/cisco/vpn 40755   0/0
./opt/cisco/vpn/bin 40755   0/0


All file path start with . but they are installed relative to the root folder (/). In my example I have to remove /opt/cisco folder.