Answer:
If you wish to delete a file, just right click on the file and select "Delete".
Alternatively, select the file and move to the bottom of the screen and click the icon "Delete".
If you want to permanently delete files and free some space on your drive, you can go to "Recycle Bin" on the top left hand side within the File Navigation features.
Then just either select the files and click "Delete Permanently" or just click on "Purge All" and permanently delete everything in Recycle Bin.
