Go to the directory where it was installed and remove the files. If you're on Windows, default is something along the lines of: C:\Users\<your user>\AppData\Roaming\itch\apps\<app folder>
Sometimes itch thinks it couldn't delete everything but it does. If so, then you won't find anything in the folder. Otherwise, if itch did miss some things, then you just have to go and manually delete the files. If it still says they're in use, then the game might be stuck in a state where it didn't fully close. You would then need to go into your task manager and try to close it, or just reboot the computer and then delete the files.
If you're referring to the cached files that were downloaded before installation, those might be in ...Roaming\itch\cache\Cache_Data or something.