Your catalog will be xxxx.lrcat You can do a search on your computer to find it, and it will likely be in its own folder, along with any backups, etc. that you've done. If you're certain you're done with it, you can delete the whole thing. NB: If this is Lightroom's 'default' catalog and you delete it, you'll need to hold down the Alt/Opt key the next time you start LR and tell it which catalog you want to open.
Mike.