If you don't know how to cancel  the order. Modify the order  and there is a cancel order button at the bottom, use it to cancel the order. That will complete cancel the order.

I void the sales order and refresh the page, yet it still shows up, and the amount is still there.

Also, I inactive one of the items that I did not want to use anymore, but it didn't do anything? It still shows up as an option to choose from when creating an invoice. So there is no way to delete an item completely? or a sales order? I don't want to see the item at all as an option because I don't want to confuse my team members as they shouldn't be using it.

Of course that raises the question, "How do I find the sales order that uses the item?".  You might need to examine the database to find it.

My main goal here is to delete items in items and inventory. But when I do so, it gave me the notification, "Cannot delete this item because there are existing sales order items for it."

Then I go to set up> void a transaction> .... but can't find "Sales Order"

How do I get rid of sales orders in order to delete extra unused items in my inventory?