How to delete a points at Point Clouds?

There is no delete option.The only way to remove points permanently is to clip the point cloud using the clipping tool and then exporting to a new point cloud:

In the Point Cloud Manager go to the Edit menu and select Clip

The clip dialogue box will appear:

Select the required clip object and clip the region of your point cloud you require.

From the File Menu in the Point Cloud Manager select Export.

In the Export Options set the Region Filter to Clip

Select OK and the SAVE giving the point cloud a new name.

The newly created point cloud will contain only the points in the clipped region.