You can cancel a course in two different ways, providing there are no attendees and the class dates are in the future.
Go into the course and find the blue dropdown arrow in the top right and select Cancel Course
Alternatively, use the quick Actions dropdown from My Courses view and select Cancel
Either method brings you to the screen to fill in the details of the cancellation.
Once the required fields are populated, you can select Cancel Course
Select the checkbox Remove from View if you want the course listing to be removed from your course list view