if you never had an interview for your asylum application, then withdrawl of that application should be straight forward. depending on where your application is pending, you should reach out to them either by phone, email, mail or in-person visit and inquire about the precedure. it is very important to note that if you do not have any other valid status to remain in the US, withdrawl of the application makes you ineligible to remain in the US.
please do not take the above as legal advice because I do not have all the facts before me. consider it as general advice.