Even though iTunes does not exist as its own app in macOS Catalina, you can still find the Software Update file you want to delete in the iTunes folder in Library, just like you did in previous versions of macOS.
Follow this guide to delete the Software Update files from your macOS:
Go to Finder
Click Go in the Menu bar
Hold down the Option key
Click Library, which should appear when you hold down Option
Open the iTunes folder
Open the iPhone Software Updates folder
Drag the iOS update file to the trash, it’s name should end in Restore.ipsw
