I think you should follow Alec's advice and take a look at OJS Documentation
first, as well as relevant documentation available.
This will help you with the basic understanding of OJS's workflow, roles and features, as well as help you formulate your questions more precisely.
OJS IS also an archival (digital repository is another term for this) software and, by design, everything is "stored" in the archive.
Don't confuse the main navigation Archives with the Archives in the administration pages (Editor role). Nonetheless, everything is stored for record keeping, even rejected papers, although these are not viewable by the public.
Once an issue is published it is automatically archived and, for the sake of access, the current issue is also available from the archives.
If I remember correctly, there is a link by the name of the galley file, in the Editing > Layout section of the submission's pages, where you can delete the files.
If you want to delete an article completely, you should reject it first (if it has been published, it needs to be removed from the issue, then rejected). Once there, you will have to enter the Archives (in the administration's pages), and delete it from the system. This will remove every database record and file related.
If you want to "hide" the current issue from the Archives (main navigation link, below the header), you will need to modify the source code.
I just took a look at the ojs2/templates/issue/archive.tpl file, and there doesn't seem to be an easy way to do this.
Ramón Martins Sodoma da Fonseca
Analista em C&T
Coordenação de Tecnologias de Informação
Instituto Brasileiro de Informação em Ciência e Tecnologia - IBICT
Ministério da Ciência e Tecnologia - MCT