To instantly remove downloaded files:
1. Go to the app's settings menu (press the icon in the top-right corner).
2. Press "Files" to access the Files submenu.
3. Press "Clear local cache".
This will only remove the files that are not marked to be available offline (marked with a green overlay icon). Files marked as available offline will always stay on your device until you change their mode.
You will be asked to confirm the clean up before the local cache is cleared.