You may delete order by clicking on the line of the particular instrument in the window with set orders (open this window by clicking on the “Portfolio” --> "Orders"). The chart of the instrument will open with the order parameters and two buttons.
In this window you may edit the order parameters by clicking on the "Edit pending order" button. If you want to delete it, just click on the "Delete pending order" button.
OCO orders and activated orders may be edited or deleted in the same way.