How to create a rule to remove a product by sku, or remove a product to the cart I searched, and searched in many, many articles and and I have not found a solution.
What I want to do is to create a rule to delete a product by sku? Or a rule to delete products.

I show you my problem:

In my installation of commerce, I have two products. The first (the mother) is a "course". The second is a "enrollment". When you buy a course, the enrollment is added by a rule. 

Well...but what if the user wants to delete the enrollment?
What I want is that, if a user removes the enrollment, the "course" is removed too and vice-versa.
You are making the assumption a commerce order in cart status contains products. In fact a commerce order consists of line-items that in turn link to products. These line items also contain also the unit price and the amount of the product (and some other details). It can be done but it requires some juggling with Rules as there is not a remove from cart rules.

So your Rules should fire on the event A product is removed from cart. Your condition should be to check for the product SKU, and in the actions you will have to run through all line items and delete the right one.

So you need to add a Loop through each line item on the commerce order to find the right product. 

This is the easiest if you create a Rules component where you send the current line-item and the SKU to remove. Then in that Rules component add the following conditions:


Entity had field. (Make sure the line item has a product field)
Data comparison. (Make sure the product SKU matches the input SKU)


Action: 


Delete an entity. (Delete the line item to remove it from the order, see Rule action to remove a product from the cart? (using the commerce module)).


On the main Rule, use the following actions:


Set a data value (to set your SKU to remove, this will be sent to the component).
Add a loop (Provide it with the commerce-order:line-items to loop over those)
In the loop, add your component as an action and provide it with the loop's current item and the SKU to remove.


Final note: 
As it appears you will always be selling these products in pairs, you might find the Commerce Product Bundle interesting. It allows you to combine two products into one. I suppose it will remove both products also when removed from the cart.