This is carried out in the toolbar. If you delete an FTP location that has been saved previously, its State is set to Deleted, and its row’s text color set to red. You may no longer select a deleted row. If you delete a location that is yet to be saved, it is removed from display. You can delete multiple FTP locations concurrently. Delete is not protected by an ‘Are You Sure?’ dialog.
Note that, if you attempt to delete an FTP location in use in another context (e.g. by a Data Extract channel), a Validation Issues dialog will be presented at Save, and you will not be able to proceed with the deletion.