Shifts can only be deleted for each staff member individually, not for multiple people at a time.
Go to the Shifts and Staff tab and open the Shift planner.
Right-click on a shift and select Delete.
Alternatively, double-click on the shift to open the input window and select Delete in the toolbar.
Delete multiple shifts for one staff member by going to that Staff member and clicking on their Shifts tab. Select the shifts you want by left-click (press Ctrl-key for multi-select) and click on Delete in the toolbar.