So can you withdraw your application from a certain school? How do you do so? Do you just email them now or wait for a while? I have not paid the supplement nor filled out their supp application. Is it bad to do this?
Yes. Call them, if they don't accept phone calls, email them. If you haven't paid or filled out anything, they won't look at your application anyway. Not bad, people have various/valid reasons for withdrawing their application.
You honestly don't have to do anything. If you didn't pay them, they won't look at your application anyways. Other schools won't "know" if that's what you're concerned about.
Just call them or send them an e-mail and politely withdraw your application. It takes less than a minute and is the professional thing to do. It is appreciated on the admissions side.