If you have not posted any transactions against the production order then you can just delete it. If you have posted something against the production order then you cannot delete it and you have to finish it. To finish it you have to post some output on the last operation. The best way is to post an output of something like 0.01 pcs on the last operation, then reverse all consumption and capacity that has been posted before changing the status to finished. Once finished you will do a negative adjustment of the 0.01 pcs you got into inventory.