YOU CANNOT DELETE AN ORDER. It is illegal to be able to remove payment or ordering information and/or invoice information from a business in Europe. Therefore, implementing a "Delete" button for orders would render PrestaShop illegal in Europe.
To safely delete the default order, install the "PrestaShop cleanerDatabase Cleaner" module (which is available in the default installation since v1.5.4), open its configuration screen and check the "Orders and customers" box before you click on the "Check Delete orders & fixcustomers" button.
You can export a list of your orders by clicking on the "Export" button at the top.
You cannot import orders.
Changing the order
Orders are not definitive. There are many reasons why you would need to change an order before its products are gathered, packed and sent to their new owner: one of the product is out of stock, the customer changed his or her mind, etc.
When adding a product, the products table gets a new row added with a handful of fields. The first text field is actually a small search engine: type the first letters of a product to see a list of corresponding products. Select the one you want to add, and the grayed-out field of the row becomes available.
If the product has combinations, you can select it in a drop-down list that appears below the name: the unit price update accordingly.
Set the quantity of products, and then click the "Add product" button: the product is added.
You cannot add more product quantity than there is of available product.