“When you use Signal, your data is stored in encrypted form on your devices. The only information that is stored on the Signal servers for each account is the phone number you registered with, the date and time you joined the service, and the date you last logged on.”
But you CAN delete messages for after they are sent if the chat is set up that way. You can also set chats up so that messages can’t deleted. Or so that all messages expire and disappear after a period of time.