If you are using Steam to purchase and play your games, and you wish to delete a particular game to free up hard disk space, here is how to do it.
Open Steam client, and go to your Library. Right click on the game you wish to remove, and select “Delete local content”. This will remove game files from your machine. Note that you’ll still see the game in your library (since you’ve already purchased it), but if you wish to play it again, you’ll need to download it and install it again.