Depending on what you want to achieve:
* disabling DKIM signing is best done by simply disabling it in the GUI
* if you want to use a different selector - just create a new one (the old one does not get removed)
* if you want to make sure a particular selector is not used when verifying DKIM signatures - remove the corresponding DNS-record
* if you really want to remove the file it is stored in '/etc/pmg/dkim/<selectorname>.private' - however keep in mind, that you will need to update all relay-domains' DNS entries if you want to sign them again with a different selector (meaning - make sure you have a backup)
I hope this helps!