Yes, you can delete an incomplete tax return using TurboTax Windows.
By default, the TurboTax software saves your tax return files in the My Documents > TurboTax folder.
Simply navigate to My Documents > TurboTax and then delete the tax file by highlighting it and clicking the Delete key (or right-clicking it and choosing Delete).
For additional information please see the following FAQ article. https://ttlc.intuit.com/replies/3301461
If you are using TurboTax Online, you can use the Clear and Start Over feature.