Is it okay to delete CWM backups after copying them to my pc?
You can theoretically delete them without hesitation after moving, but do keep in mind that CWM depends on file integrity checks like MD5 to see if your images have not been modified since the day you took a Nandroid backup. There are some cases when phone-to-PC transfers  ruin the MD5 signature1 and therefore prevent CWM from restoring the Nandroid backup in the future.

If you do every step in ROM installation exactly as said in the instructions listed on your ROM webpage and you're not going to do anything daring after successful installation, chances are you're not going to need that Nandroid backup anyway. But it's always better to be safe.



1 speaking from experience