Personally I first backup the database and associated files as sometimes an upgrade will modify them so just to be sure, then I pick the "uninstall" option.
If using windows the database files are located:
C:\Users\XXXXX\AppData\Local\darktable
Where XXXXX is your logon user name,
Note, AppData is a hidden directory
Also Note I would recommend to always back up these files when you back up your images to keep them all in sync.
Steve.