You have the option to delete any club that has no data on it. With clubs that have been used to gather data, you cannot delete this as it will result in a loss of statistics and invalidate your data.
To delete a club, firstly, select the club by clicking on it. Secondly, once highlighted red the 'Delete' option should be enabled, press the button and a pop up should appear. Lastly, select the option to 'Delete' on the right-hand side and this will confirm the deletion of the club.