Thank you Kunarion. Your reply was very helpful. Now I could remove geocashes which I don't need anymore.
However I wonder why Garmin has not arranged "remove geocache"-button on the device. Other waypoins can be removed with waypoint manager, but it doesn't work with geocashes.
The missing geocaches seem to be in the Monterra drive:\Garmin\GPX , but Monterra doesn't display them for some reason which I don't know. No filter is active.