Things you delete using Windows Explorer (the normal My Computer window, a File open or File Save dialog, etc) on a local disk drive (and some but not all other programs) are not actually deleted but moved to a hidden directory on the same disk.
The Recycle bin icon displays the contents of the folder for items you have deleted (note: if there is another account on the machine, and they delete things, those aren’t visible in your bin). Items deleted on a remote computer are often deleted on the spot, though some setups do implement remote recycle bins.
Given that we have a recycle bin, an option I like to engage is to switch off the “are you sure” message when you initially delete something. To do this right click on the recycle bin, select properties and disable “display delete confirmation dialog”. If you do mess up on the local drive you have the safety net of restoring from the bin. Be aware though, that if you do use remote computer shares, and you also disable this dialog, you can delete things permanently without being asked. But then, you do make a backup, don’t you?
Consequently if you are deleting things because you want more disk space you need to either empty the recycle bin, or do a permanent delete - achieved by shift- in Explorer. You will be asked if you’re sure you want to permanently delete (even if you’ve disabled the delete confirmation dialog).
Another option is that you can open the recycle bin window and see the items deleted; a delete there is a permanent one, but doesn’t have to be of everything. However, if you originally deleted a folder you can’t, in the bin, then delete only part of the stuff from that folder. The workaround would be to restore (see below) then delete only the parts you don’t want.
If you want something back from the bin, open the window, find the item, select it and click restore (toolbar) or right-click then restore (context menu). If you are looking for more disk space then I’m currently recommending the program CCleaner from Piriform.com. It good at finding all sorts of files that get left behind, including in the Windows directory. However, the initial setup deletes quite a few moderately useful things - such as the recent file lists for programs, web browser site histories - that are in some sense “deletable” but TBH I prefer not to delete. My current setup is: delete Internet Explorer (Temporary Internet Files, Cookies), Windows Explorer (), System (Recycle Bin, Temporary Files, Memory Dumps, Chkdisk File Frags, Windows Log Files, Windows Error Reporting), Advanced (Old Prefetch Data, IIS Log Files), Firefox/Mozilla (Internet cache, Compact Databases), Chrome (Internet Cache, Compact Databases), Applications group - nothing, Multimedia - everything, Utilities - everything, Windows - everything.
… and I always do “Analyze” before “Run Cleaner”, to see what it has found. Double-click on an Analyse Summary entry (e.g. Internet Explorer - Cookies) to see what it’s actually got. When installing it, my recommendation is select options: don’t put an icon on the desktop, do add Open to recycle bin, don’t add Run to recycle bin. This way you can right-click on the bin icon to get to it without any danger of doing things you didn’t mean.