toolbar button
Right-click, then click Delete
Alt + F, D key sequence
The File > Delete menu command allows you to delete selected folders or files on your local computer or the remote host computer. A dialog box gives you the opportunity to confirm the deletion (click the OK button) or to change your mind (click the Cancel button).
The File > Delete command function can be duplicated by the following:
toolbar button
Right-click, then click Delete
Alt + F, D key sequence