I went and stared out of the window at the little clearing where the satyr played his pipes. (18.77)
Since pretty much forever, a satyr has been a symbol of insatiable sexual appetites. This particular satyr in Rebecca is being viewed by Mrs. de Winter from the morning-room. It was installed by Rebecca, who is represented as having satyr-like qualities: hanging out with various men, being unfaithful to her husband, the whole she-bang.
At the end of the novel, Mrs. de Winter fantasizes about getting rid of the satyr statue, suggesting that she wants to distance herself from any signs of extreme sexuality and sexual appetites. She doesn't want to be a Rebecca, that's for sure.