How do I delete an entire project file?

A Prism project is just a file, like a word processing file or a spreadsheet file. You delete it from a file manager, not from Prism itself. If you use Windows, delete using "My Computer" or "Windows Explorer". If you use Macintosh, use the Finder. You cannot delete a file that is currently open by Prism. So close the file in Prism, then go to a file manager to delete it.