This can be done from backend. Go to the repository where Helical Insight is installed.
Example :Suppose you have installed Helical Insight in "C:\Helical Insight\". Then open "hi-repository" and then "System" and then "Admin". Thus the path could look something like "C:\Helical Insight\hi-repository\System\Admin" . In this there is a file called "globalConnections". Open this file and you can delete the datasource.
For example in my case I have deleted hikaridatasource which has been created by deleting the below text
Delete it and save the file.
Note : Please note after deletion reports which are using this datasource will stop working.eh
Helical Insight Team