Click the message you want to delete; it can be in any Mail folder.
Click the Delete button on the Standard toolbar. (Alternatively, press the Delete button on your keyboard.)
Deleted messages are placed in the Deleted Items folder. To empty this folder, right-click and select Empty "Deleted Items" Folder from the shortcut menu that appears.
Click the Yes button to permanently remove the messages in your Deleted Items folder from your system.
INTRODUCTION
As you receive more and more email messages, you might decide to delete any messages you no longer need. For example, you might want to delete the Welcome message Microsoft sends you the first time you use Outlook. You can delete messages in any folder.
TIP
Restoring Deleted Items
If you decide you want to keep the deleted message before you empty the Deleted Items folder, you can click the message in the Deleted Items folder and drag it into a different Mail folder.