on PC you can just press delete while hovering over the save you want to remove, don't know where else they're stored
I didn't know you could delete saves like this.
In any case, save files for RenPy games are stored in two places: in the game's directory there is a subdirectory /game/saves and in /AppData/roaming (for Win 10) there is a subdirectory /RenPy that contains config and save data for all your RenPy games.