When you deploy a file to a device, the device will begin to track the file as a "managed" file. If at any point the device notices that its configuration is no longer deploying that file, the device will delete the file.
There are two ways to remove files from your device's file system.
Delete the files from an existing configuration
Apply a new configuration to your device that doesn't include the files you wish to remove.
You can apply a new configuration to a device by clicking on the device itself and heading to the configuration dropdown.
Or you can apply a configuration to multiple devices at once from the Devices page.