This is probably a stupid question but I can not work out how to delete a custom search set that I have created but no longer need! Can anyone help please?
You mean a Global Smart Group? There is the option Delete Smart Group in the context menu when you right-click one.
I do not think I mean a Global Smart Group I am looking at the search sets available in DEVONagent when I click on the magnifying glass in the little search window.
Hahaha! It’s 4am and I awakened to wish my love a good day and send her on her way. I guess it’s not time to read Forum posts yet. 
You have a plugin selected there. Generally, the built-ins can’t be deleted. Your own plugins can be deleted from Window > Plugins & Scanners. Search Sets can be deleted from Window > Search Sets.
Search sets can be created/edited/deleted via Windows > Search Sets.
“Radiant child of Leto, farworking Lord Apollo,
with lyre in hand and golden plectrum, you sang to the gods
on Mount Olympus almost as soon as you were born.”
(Old Joke by Alan Shapiro) 
Thank you, that is just what I wanted to know.
Best regards.
It’s indeed not possible to delete built-in plugins but they can be disabled by unchecking them in Windows > Plugins & Scanners. Just in case that you prefer a smaller popup.
Thanks for this, it was a search set that I created, (that was visible in my screen shot) that I wanted to delete and thanks to you both I have deleted it. Best regards.