Deleting (Merging) a column

To delete a column you must merge it with another column. To perform this, do the following:

Select the column you want to delete by clicking on the data area of the column (as shown below)
Select the second column you wish to merge by holding down the <Shift> key on the keyboard and clicking on it (as shown below)

Note that you can also press the mouse button on the first column you want to merge and drag it to another column before releasing the mouse button, which will select all the columns between them.
Right click on the one of the selected columns and select Merge from the menu (as shown below).

You can also achieve the same by selecting the Merge command from the Selection Menu.