How do I get apt-get to reinstall a package and run the set up scripts?

You can try with

dpkg-reconfigure -plow <PACKAGE>

This will ask again the configuration questions about the package. It may ask you to reconfigure related packages as well.

Mailutils itself doesn't really have any specific configuration, as it's merely a collection of various mail utilities.

One of the dependencies of mailutils is the default-mta package which in ubuntu, is postfix. Postfix would have gotten installed when you ran apt-get install mailutils, and it's the postfix configuration screen you likely saw.

To re-run this configuration wizard, just run: $ dpkg-reconfigure postfix.

You have two possibilities, reinstall the package (maybe you have to purge it and install again) or just reconfigure it (this is preferable):

dpkg-reconfigure mailutils