If you want to delete a component, simply drag it back into your left-hand content bar. As soon as you start dragging you will notice your toolbar becomes a bin (it turns red and a trash icon appears). Drop it in the bin to delete.
If you just want to move the component to another slot, simply drag to the new space (aim for the blue bars again) and drop once you get the green bar.
To find out more about content components and what each one does, take a look at the 'Content Components' article for each component.