I deleted all the contents from my device and CWM does not allow me to install anything I have ClockworkMod Recovery v5.8.3.4 installed on my Android device, I am afraid I deleted all the contents of my device and I cannot access Android.

When I enter the main menu, I see the "reboot system now", "install zip from sdcard", etc. options, but CWM cannot find any zip file with a custom ROM. If I select "reboot system now", I go back to the CWM main menu.

Can I update CWM? Can I install another ROM manager?
Yes you can.

Download the things you want to flash on a computer, then connect your phone (booted into CWM) to it and use adb push to send the files to your phone. You can flash them with CWM.