Because each Project is independent of another you can simply choose not to open the same Project again and leave it at that. But if you want to tidy up all the files and permanently remove a Project, select "File | Delete Project" and you will see the following screen:
The First two options are not checked as a precaution in case you accidentally delete your Project. So in order to permanently remove your Project you will need to check the first option, and then it is likely you will want the second option, the images folder, to be destroyed to.
The remaining options allow you to tidy up the folders that are managed by Fast-Help.
At the bottom you have the options of what to do after deleting your Project. You can create a New one, or click on one of the last four Projects that were previously opened.