If you want to remove the leads from your campaign, you can do so in just a few steps.
Filter them by status, or select them all regardless of the status, and hit "delete".
Go to your leads tab, click on the arrow, and choose select all in campaign:
Now that you have all leads selected, you can click on the delete button on the right hand side:
Confirm that you want to delete the selected leads.
In case you want to re-use your leads instead of deleting them, you can check this article: Moving leads to a different campaign