Deleting curves can be done from Plot->Erase Curve(s)….
Alternatively, you can do it from Plot->Layout->Edit..., click on the curve(s) to be deleted and click the delete button or the delete key.
You can also do it from the List of Curves Toolbar (View->List of Curves) as shown below.
Mark the curve(s) you want to delete by clicking on the curve name(s). Use Shift or Ctrl to mark several curves. Then use the Delete key to delete the marked curves.