Groups cannot be completely deleted, but members can leave at any point.
You can leave a group by going into the chat menu (the 3 dots at the top right) and selecting Leave group chat on Android and going into Group info then selection Leave Group Chat on iOS (iPhone/iPad).
If you don't want other users in the group to view any messages that you sent please delete those messages before you leave. To delete a message that you have sent, long-press the message and select Delete Message.