Access your calendar page and select the event or session from your calendar:

Upon selecting the event or session to cancel, there will be a pop-up on the left-hand side of the page that contains the details of the event/session. Please click on the edit button as shown/highlighted below:

There will then be a pop-up on the right-hand side where you can select the option to "Cancel this Event":

You will then be prompt with an option to either "Yes, Cancel Event or No, Don't Cancel. Please note that once the event has been cancelled, any current bookings will be automatically cancelled.