Welcome to the forum!
Are you referring to the download notifications in the popup by the clock? If so, swipe left or right and they go away.
If you are talking about in the /Download/ folder of the internal memory, I think you can just long press and drag them to the trash can at the top of the screen.
I have not used the stock file manager in over a year, my favorite is ES File Explorer and I just long press a file and choose Delete, so I may be wrong on my description.