1) From your EV3 Software, go to Tools —> Memory Browser. Connect to your Brick and you will see all the files on the brick. You can delete Projects as well as individual Programs from the EV3 brick using the Memory Browser.
2) On your Brick, navigate to the second Files tab. Pick the Project you want. When selected, a trash icon will show up. You will only be able to delete entire Projects using this method.