Dexter definitely doesn't swear very often (Deb swears enough for both of them), but he does occasionally... He has always attempted to maintain his mild-mannered, likeable public image, so avoiding bad words may be part of that mask. But then again, he doesn't cuss much in his private thoughts (which we hear), either...
Still, here's one clear example of Dexter losing it: (The dialog is from the scene in Season 4 where he had captured Trinity, but then lost him when a driver he sideswiped brought the police to find him - and he lost his temper and got arrested. In the scene, he's talking to Harry.)
Dexter: [Exasperated] I don’t have time for this s**t.
Harry: Why are you even in here?
Dexter: Because of Arthur f***ing Mitchell.
Dexter: Alright - I’m here because I…didn’t follow the code. Everything you taught me was to keep me out of here.
Harry: What else?
Dexter: [Irritated] What do you want me to say, that I’m here because I lost it? YES. I f***ing lost it.
Harry: [In disgust] On a f***ing cop! Like a f***ing amateur!
Dexter: [Shouting] F*** YOU! It’s your number one rule, don’t get caught! They were gonna find him, they were gonna find me with an unconscious man!
Harry: That’s not why you lost it.