If you're just interested in deleting incidents from the incident dashboard, you can click on the Group button in DLP Manager and select "anytime" from the Group By/Filter By settings on the lefthand side. From there, select all incidents and delete (assumes you have admin privileges)
If you're interested in deleting all data, there are two ways to purge data from the appliance, depending on the scenario and what you're trying to do:
1. Re-image. Obviously a bit painful because you'll lose all data (capture, incident, case, policies), but effective.
2. Change the capture filter configurations. This is specific to the captured data. When available storage is 80% full, a wiping algorithm kicks in that starts to erase the oldest captured data. If you change that to a lower percentage (e.g.- 60%), the captured data will be erased that much sooner.
Hope this helps.