First identify them. Some just live a few days and pupate into harmless moths/butterfiies. You can drop them into a can of soapy water or squish them.

There's a product called Bt (bacillus thuringiensis) you can spray on plants that will kill caterpillars if you have a lot of affected plants.

Throw it away! Easy. They look like inchworms.

thanks.. I removed the worms and thankfully they haven't returned