You can’t really get rid of it. Yes, you can uninstall the KB file that does the download and you can hide the tray icon with a right click, but I have several folders worth of GWX going back several months that I haven’t been able to delete because they were installed by TrustedInstaller instead of administrator.
Out of sight out of mind.
Right-click on the folders, go to Properties. Click on the Security tab. Click the Advanced button. Take ownership of the folder structure and push it down the tree. Set the ACL to permit full control to your user. Delete away. Be warned, however, it’ll likely show up again during the next patch cycle.