If there is a course in your system that you would like to remove, you have two options. As an Administrator, you can unapprove the course, and it will no longer display to learners, or you can delete it. Deleting the course will remove it from the Course List that you see as the administrator as well.
However, to delete the course, you must first delete every enrollment and completion that your learners have on that course. This means there will be no records that anyone ever completed that training. It can also be a time consuming process if this is a course in which you have had many enrollments. If you need those completion records potentially, then you should simply mark the course Unapproved instead of deleting it.