How to remove selected downloads?

If you want to delete file from the products downloads use that file link with the next algorithm:

Select by checkboxes or/and make filtering of products from which you want to delete that download link(s)
Go to Bulk Edit tab -> tab Additional -> select 'Downloads' and open its popup there
Select in the drop-down there option 'Remove selected downloads'
Press button 'Add File' and set files you want to delete
Press 'Apply' button on popup
Click on 'Do Bulk Edit' button and wait until operation finished

Documentation for BEAR - WooCommerce Bulk Editor and Products Manager Professional: tabs, tools and developer guides