Hi LeahAnn, welcome to the forum:
First, what lens are you using???
If it is, as I suspect the EF-M 15-45 lens, you may recall that you had to press a catch on the side of the lens to allow it to open, so it could be used. You have to repeat that procedure to be able to close it back up again. When the lens has been collapsed back into its 'parked' state you can then remove the lens as per normal for Canon cameras: HERE
NOTE: you should never remove a lens from the camera with it still powered on. This will attract dust onto your sensor and show as marks on your images.