To remove a module from the page, move the mouse pointer over the module so that the dark frame appears. In the right corner you will find a 'down arrow' icon - click it and you'll get a context menu.

In the menu there are several useful features, including 'Delete'.

Press 'Delete' and confirm in the following dialog box that you really want to delete the module.

Note: If the module is shared and you delete it, you must choose whether you want to delete all the module instances or only the current.