How do I delete a series? Will it delete my books?

No book is ever deleted by removing a series. Open the series page (click the series name on its Library shelf) and use the trash icon next to the title. Deleting a series removes the series itself and its shared story bible; the books that belonged to it remain in your Library as standalone books, with all their chapters, covers and exports untouched. You can also remove a single book from a series without deleting anything: open that book and click "Remove from series" on the Series card.