I am not sure what you mean "remove" the photos. As I understand Capture One, in session mode, doesn't move the actual photo (raw file) from where ever it's on your computer. Instead Capture One creates a cache file where it stores all of the steps you did to work on each file. These details should be located in the main same folder where your raw files are. You can delete this entire folder, and when open the images again with Capture One it will see them as new again, with no saved settings. The cache folder will be inside the main folder called Capture One. You can safely delete the entire folder ans it will not harm your raw files, but all the development steps you did will be gone.
In session mode, for each group of images you open in Capture One, you should have a Capture One folder created with the images. I don't use Capture One in Catalog mode, so I am not sure where the cache would be if you are using a catalog.