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Whatever you do don't just cancel the direct debit, this will be something Vodafone will do when the contract is cancelled by you.
You can see how to cancel here: Cancel Contract With this being a mobile broadband account, you will need to speak to Vodafone, pass data protection and they will cancel the agreement. You will receive two further bills, the final bill being for 0.00 amount, this is your confirmation that the account is closed and there are no further payments due from you.
If you have a spare phone and are able to place the SIM in a phone, you can text for a STAC code, without contacting Vodafone, the code will then need to be submitted to any other network and this will cancel the contract.