I have 2 or 3 students who have dropped the course but who continue to show up in People and in Grade Book. The process described to remove the students does not work - there is no "remove" or "delete" in the drop-down if I click on the 3 dots to the far right of the students' names. It confuses and annoys the students and me.
Roxane, greetings! If you aren't seeing the options to "Remove from course" when you click on the three dots by a student's name then it's likely that the Canvas Admins have removed this as a feature for Instructors. For a case like this you would want to contact the Canvas Admin's at your school to have them trouble-shoot what's going on and what needs to happen to get these students removed from the course.
Hope this helps!