You can delete/ cancel/ remove leave according to the following rules:
Future Leave (anything tomorrow and beyond).
Any employee can cancel their future leave, just left click on the appropriate leave in your calendar and the option will appear:
Historical Leave (today and prior).
This must be cancelled by either your Department Boss or nominated Approver, or an Admin User.
Find the employee and date on the wall chart, left click the given day and the option to delete will appear.
In both cases, when you click 'Delete' you'll be given the option to add a reason.