Select the Datasets tool on the toolbar, and click the red (x) to the right of the dataset's name, under the Dataset configuration section of the Properties panel:
The Layers panel provides additional control over imported Datasets including:
Renaming the Dataset and any sub-layers
Configuring its visibility
Configuring a custom EPSG and/or offset position for the Dataset
Deleting a Dataset layer from the project
Click the (...) menu icon to the right of a Dataset's name:
Removing a Dataset / Deleting a layer does not automatically remove a dataset from your Organization's account.
This action only removes a Dataset from the current project.