The Clickhouse docs are so good that I'd point straight to them https://clickhouse.com/docs/sql-reference/statements/alter/d... .

The reason I mentioned it is because it's a huge surprise to some people that... from the docs: "The ALTER TABLE prefix makes this syntax different from most other systems supporting SQL. It is intended to signify that unlike similar queries in OLTP databases this is a heavy operation not designed for frequent use. ALTER TABLE is considered a heavyweight operation that requires the underlying data to be merged before it is deleted."

There's also a "lightweight delete" available in many circumstances https://clickhouse.com/docs/sql-reference/statements/delete. Something really nice about the ClickHouse docs is that they devote quite a bit of text to describing the design and performance implications of using an operation. It reiterates the focus on performance that is pervasive across the product.

Edit: Per the other part of your question, why inserts create new parts and how they are merged is best described here https://clickhouse.com/docs/engines/table-engines/mergetree-...