The ability to make changes or cancel a reward flight is subject to the reward change policy of the airline loyalty program you used to book the flight, regardless of which carriers are operating your itinerary. Check the emailed confirmation you received after booking to verify which program you should contact to make changes or cancel your ticket. Contact the airline program directly or search their website for more information.
If a refund is permitted, the miles will return to the original airline loyalty program account they were redeemed from. If you transferred points into the airline loyalty program from your credit card program (e.g. American Express Membership Rewards), this action is non-reversible and the points cannot be refunded back into the card program account