In a chat (you can only delete files you attached.)
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Hover over the message with the file and select Edit.
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In the message, select Remove attachment on the file.
Tip: You can also select More options (...) and choose Delete to remove the whole message.
In a team channel (Anyone member of a team can delete any file.)
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From the team channel, select Files at the top of the page and find the file.
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Right-click the file and choose Delete.
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In the confirmation dialog, select Delete.
If you delete a shared file, it breaks any links to the file.
For info on deleting files from OneDrive, see Delete files or folders in OneDrive.