You can delete...
These canpaigns are a work in progress, so you can do and undo them as you please.
Learn how to delete draft campaigns in this article.
Scheduled campaigns are manageable up to the time they are scheduled to be sent out.
If you want read about deleting scheduled campaigns, read this article.
You can't delete...
Active campaigns cannot be deleted or modified, since these campaigns have already been sent or are receiving SMS and have rules and triggers assigned to them.