It appears from your posted screen shot that you are trying to delete clips from your project media browser. If so, you can try control-clicking on the clips in the media browser and choosing Delete Clip from Event. That will remove it from the project media browser and from your iMovie library.
However, you may be better off just leaving the clips where they are without deleting anything. Deleting clips from your iMovie library can be risky because it would disable any project that is referring to that clip. I suspect that this is the case in your situation since you are getting a message that the clip is in use. That would indicate that there is a project that is using it. Also, if you are not storing your clips somewhere other than solely in the iMovie library, then deleting the clip might cause you to permanently lose it.
The clips that are used in the project are marked with an orange bar across the bottom, so they won't be mixed up with the unused clips.
-- Rich