First of all, you can cancel an order only before it is shipped. Go to the Orders page, select the order you want to cancel, choose "Action on Order" and then "Cancel Order".
When I have asked Customer Support about how could I cancel my order, because I had some troubles with the Business, they said to click the button “Action on Order” and choose the Cancel option. Also, would be a good point to discuss with the seller about this, to explain the situation, and to decide how to proceed further.
You can choose the Cancel Order Request button, and afterwards you will receive a notification from the Order Manager, but this could be done only before the shipping started, as soon as the shipping moved to progress, you already cannot cancel it.