The exact procedure will depend on how you have structured your assets' folders, i.e. the location of those assests, and their folders. Also, if you have assets, that were used in the Project, but are ones that you wish to retain for other uses, you need to account for those.
At the most simple level, and especially if you located your Assets, and Scratch Disks, under the Project's folder hierarchy, then it is just a matter of Deleting that Project's root folder. Otherwise, you will need to survey the various folders, and remove anything in them, related to that Project.
Delete your Preview Files.
Delete your Project's associated media files (and / or archive them).
Delete your Project file(s) (and / or archive it / them).
Clean Media Cache Database and delete your Media Cache files.
Edit > Preferences > Media
Under 'Media Cache Database' hit 'Clean'.
This will delete the Database only.
Navigate to the location specified under 'Media Cache Files',
open the folder, select all and delete.