To kick someone when you are in game you must be the host of the game.
In order to do this, click the pause button and go over to their name.
Click on there banner and if you are host there will be an option to kick.
If you don’t want people to be able to join your session, then you should change your party status from public to private. Then no one will be able to join unless you or someone in your party invite them.
To change your party status, you need to be in the lobby menu. From here click the hamburger menu in the top right and then somewhere on the left it will say public. Click on public and change it to private.