If you’re absolutely sure that you want to delete a file(s) permanently from your hard drive (i.e., bypassing the Windows Recycle Bin – noting that deleted files aren’t really deleted…see below**), select the file(s), then hold down the Shift key while you press Delete. You will get a File Delete Confirm dialog box asking you to confirm your intent to delete the file “permanently”, answer yes to do so. The deleted file will not be in the Recycle Bin.
My personal preference and practice is to “permanently” delete everything, unless I think I might want it back, in which case I delete it by sending it to the recycle bin. I find this gives me more space on my smallish laptop hard drive, minimizes Recycle Bin clutter and makes it easier to find things I want to undelete if and when I go looking for them in the Recycle Bin. Every once and awhile I clean out my Recycle Bin.
**Note that “permanently” deleted doesn’t really mean permanently deleted: When you “delete” a file you don’t actually delete the file data itself, you only delete the reference to that file in the hard or floppy drive’s “table of contents”. The file data remains unchanged somewhere on the hard drive, and will remain there until it is over-written by another file being saved in the same physical location on the drive. There are utilities that can “undelete” deleted files. Keep this in mind next time you want to “permanently” delete a file.