I figured out how to download the game extras. However, I don't see an easy way to find them or delete them when I'm done with them.

If you downloaded them through the browser, they are in your default or chosen download folder for the browser.

What do you mean by "done with them"? Can you actually see or use them?

If you downloaded via browser, save them and the install files to a dvd or external hard drive so you can access them as and when you like without need for the internet, its a big plus for buying here.

Yes, the Galaxy client.

Press the Cog in Galaxy and you see where Extras are being downloaded to. Btw, they are not needed to play the games.

Okay, so that's a really obscure folder. Is there a way to access that folder from the Galaxy UI? When I delete a game will it delete all the extras as well?

No, you can access it via Explorer and even change the folder to something you like more before downloading and no, if you delete a game, the extras won`t be deleted automatically, why should they anyway?