Gypsum is CaSO4-2H2O, that is a compound of calcium and sulfur which contains water. Actually anhydrite and gypsum are distinguished, gypsum contains water, anhydrite as the name already says (an-hydrite=without water) not. Gypsum has many uses, especially in house construction, known for example are the Rigips plates which are used in drywall construction. Anhydrite is sometimes called alabaster in English, which is a misnomer. Alabaster is actually a sort of limestone.
Mining is limited to areas with anhydrite deposits, these are relatively rare. Gypsum is formed in the water cycle by the combination of sulfur with calcium, so it is primarily found in the sea. It is deposited as evaporite when shallow basins of seawater dry up. In this process, the dissolved minerals are deposited in the order of limestone, gypsum, salt. Thus it happens that salt domes usually contain gypsum. Salt domes often have a kind of protective coating of gypsum, which is formed by the salt being washed out and gypsum resisting the solution longer. The absorption of water during the transformation of anhydrite into gypsum causes an increase in volume, which also closes fissures and cavities in the gypsum. Thus, the gypsum can protect the salt from groundwater, at least for a while.
Mining is usually done in an open pit, or quarry. Due to the softness of the rock, it is simply dredged with excavators and the price per ton is only a few Euros. Another reason for its popularity. Underground gypsum mining was historically done when gypsum deposits were lacking on the surface, and transportation would have been even more expensive. However, with today's very low transportation costs, this no longer occurs.
The mining of gypsum is particularly tragic because it irretrievably destroys unique nature. Above all, it is completely unnecessary, because gypsum is a waste product of flue gas desulfurization in power plants and therefore occurs in completely sufficient quantities. For example, in Germany we have the case that gypsum from desulfurization plants is dumped while nature reserves are released for mining.