Once you check a booking into a Room, there is no longer a way to 'cancel' that booking. But it's easy to simply 'check them out' and then then the booking will be in status 'complete'. You can always add a 'Booking Message' to the booking to document what happened.
As there will have been no 'rooms stayed' for the day, it won't affect your occupancy for the day, as long as the check out is done prior to Night Audit.
Immediately after the checkout, the room can then be re-rented to someone else.
You will likely wish to set that room to 'clean' if the Guest never used it, so that the Housekeeping staff doesn't include that room in their 'vacant dirty' list.