To delete a download:

1. Anywhere you see the downloaded icon - the down arrow in a fully filled in circle - tap it and the download will be deleted. You'll see a message confirming it. You can find the downloaded icon on an episode page, or Your Episodes in your library.
2. To delete multiple downloads faster: Select Library from the bottom navigation bar. Tap the Downloaded filter to view all your downloads. Swipe left on each row to quickly delete each one. You'll see the word "Remove" appear as you swipe. You'll see a message confirming the deletion.