In my book, I recommend that, whenever start a new project, you save your project file in its own seperate folder. Then, deleting it and all the auxiliary files is as simple as deleting the folder.
If you didn't do that, you'll need to do some digging.
Inside the directory folder that you've saved the project file to, you'll find sub folders called Auto-Save, Preview Files, Encoded files and Layouts. In each of these folders you'll find sub-folders or files named after your project, which you can delete along with the original .prel files.