Games can only be archived, but will only be deleted automatically two weeks after the game has finished.
- Go to your Games
 - Click on the game you would like to remove in the list.
 - Click on the preview image or "i" icon of the game that is displayed on the right side.
 - Click on the Folder button. This will move the game to your archive.
 
Now you can keep your active games neat and tidy!