With the message(s) viewed or selected, click Delete from the action menu (or press CTRL+D or the [Delete] key on your keyboard). The message(s) will be moved to the Trash folder.
NOTE: You can permanently delete selected message(s) without sending them to the Trash folder by pressing [Shift]+[Delete] on your keyboard. There is no "undo" option available for this command.
If you are deleting messages from the Trash folder, or are using the [Shift]+[Delete] keyboard shortcut, the Delete email messages dialog box is displayed. Click Yes to confirm permanent deletion.