If the imported order is in the status 'Awaiting Dealer Authorization' you can select 'Cancel Order' to archive this.

 

However, if the order has been marked as externally paid, you will not be able to archive the order and will need to progress the order for a return and credit

 

If the order has been progressed, you will not be able to archive the imported order and will need to follow the steps on deleting a line from a sales order, based on how far the order has been progressed.