Crossover installs Windows applications into "bottles", which are simulated Windows environments. In order to delete a Windows application in Crossover, you'll need to delete the bottle that contains the application. It is not possible to remove an application safely from a bottle while keeping that bottle intact.
To delete a bottle click the "Bottles" button in the top left of the window
Then highlight the bottle you want to delete and click the "Remove" button at the bottom. A message will pop up to warn you of what you are about to do. Choose "Delete"
The bottle will then report that it is shutting down, and will disappear presently from the bottles list, at which point it will be deleted.