Log in to the Administration server, under System Configuration ? Database backups, you have multiple options.

Option 1 will create automatic backups. All transaction log files are deleted when a full backup is performed.
Option 2 will not create automatic backups but will keep transaction logs until they are automatically deleted.
Option 3 will not create automatic backups and will not delete transaction file, which means you will end up with lots of transaction files if there is a lot of activity on your CA.

If you are looking to delete files under C:\Program Files\RSA Security\RSA_CM\Xudad\db\FullBackup & C:\Program Files\RSA Security\RSA_CM\Xudad\db\IncrementBackup, there is no way to automatically delete them. You would have to create a custom script and schedule it.