All incoming SMS will list on inbox and stored in project file automatically. It is strongly recommend that you do not delete them, because you may generate reports base on them then get more information. if you want clear all incoming/outgoing message, please create new campaign file. if you want remain all phone book ,balcklist,template ,please refer to How to create a new campaign file
Note: it only list 2000 messages recently, if you want view more history messages you need go to reports window and query reports via time range.