There is no "divorced" option in your edit page. If you don't wish the marriage to show up on the profile, go into edit and open the marriage information. Click the box under the marriage end date, "Check this to prevent XXX and XXX from being linked as husband/wife on each other's profiles. They will still be connected as spouses elsewhere. This option is offered for living people who are divorced." Of course, this applies only if the persons are living. I use this myself for my own divorce.
If it's a marriage in which parties have died, you can either remove the relationship or leave it as is and ensure the divorce is noted in the biography. The marriage end date will show in parentheses, i.e. (to Oct 11, 1973) as an indication that there was an end to the marriage (it's an unspecified end, though, so you don't necessarily know if it was due to death or divorce upon first examination.)
Hope that helps.