This depends on what you want to delete, whether it be the website itself (from the server) or the record of you visiting it.
If you want to remove a website from a server, you can do so by physically visiting the server, accessing its content via FTP or doing some serious hacking.
If you want to remove the record of you visiting a given website, you may want to delete your browser history and temporary files.
Fun Facts Edit
- In windows you can easily delete your "Temporary Internet Folder" through the Cleanup wizard (var/tmp in Unix-based operating systems)
- Internet History is browser-specific and temporary files is operating system-specific
- If you were checking out some NSFW sites and your family members/spouse suspect this, manually go into your browser history and only delete the sites you want deleted (this is less suspicious than an empty browser history after hours of browsing)
- You could use the Chromium browser and surf incognito or use your own user profile on Firefox while you browse to make sure others cannot see the websites you have visited