How to remove an element of array in foreach loop?

If you want to remove elements, the better tool is grep:

@array = grep { !/O/ } @array;

Technically, it is possible to do with a for loop, but you'd have to jump through some hoops to do it, or copy to another array:

my @result;
for (@array) {
    if (/O/) {
        push @result, $_;
    }
}

You should know that for and foreach are aliases, and they do exactly the same thing. It is the C-style syntax that you are thinking of:

for (@array) { print $_, "\n"; }        # perl style, with elements
for (my $x = 0; $x <= $#array; $x++) {  # C-style, with indexes
  print $array[$x], "\n";
}