A superuser can delete data from an entire instance. An administrator can delete data for a specific institute and a teacher can delete data for a given exam will have the right to do so.
Please note that deleting a candidate from an exam can not be undone.
For deleting specifically a candidate from an exam, you can, on an individual level access the exam via the "Administration panel" after selecting the relevant exam, you access the "Students" section and click on "Manage".
Then you will select the bin icon corresponding to the candidate you wish to delete.
Alternatively, you can click on the red Delete button in the Administration panel to delete all data.