There are two ways to remove the header and/or footer of your site. You can remove it from your entire site or per page.
To remove it from the entire, from your site's dashboard go to Appearance > Customize > Header > Header Layout > select None. To remove the footer go to Footer > Footer Layout > select None for layout. Hit Save & Publish once you are done so your changes will be saved.
To remove it per page go to Edit Page then select the "No Header/Footer" in the template field under page attributes. Hit Publish when done.