You can delete an audience either in Salesforce or Mailchimp. If you delete the audience in Salesforce, it will instantly update Mailchimp. If you delete an audience in Mailchimp, the next sync will attempt to delete the audience and related data. You can also manually run the sync via the Settings screen.
Please also review: What happens when I delete an audience?
Click here for an interactive demo with sound covering the steps to delete an audience in Salesforce.

