You will need to contact your insurance provider directly if you wish to cancel your policy.
Your policy will usually have a 14-day cooling-off period. Meaning, if you change your mind about a policy, you will get a full refund during that period.
This only applies if you haven't travelled and are not intending to make a claim. After that period, there is usually no refund if you decide to cancel.
If you have any questions about cancelling your policy, you may find the answer you are looking for within your policy documents. If not, give your insurance provider a call to discuss. Contact details for your insurance provider will be in your policy documentation.