If you just heard a beep, when you tried deleting a class, it means the deletion is not allowed. This happens for two reason. Either you have locked some part of the TAD model, and hence TAD is not letting you touch other parts. Or the class you are trying to delete has its own children

In order to delete a class, you should first ensure it has no objects OR sub-classes (i.e. it should not have any children)

Note that deletion of a class is permananet. No undo