To delete rule sets, please take the following steps:
Select the ad group(s) within that rule set.
Choose Move campaign button to remove those ad group(s) from the rule set you want to delete (i.e. to 'No Automation').
Click the vertical ellipsis button on the top right corner. Note that, if you fail to do step 2, you will not able to delete the rule set and receive this message instead:
Once you have removed all the ad group(s) group the rule set, you can just click Delete Rule Set.
For an introduction to Sponsored Brands, visit Sponsored Brands Introduction and Recommendations.
For complete guide, please visit The Guide to Sponsored Brands Advertising in Sellics.