In either Library or Develop Modes, select all the photos that you want to delete (using either Shift + Left moue click to select to-from, or CTRL+Left mouse click to select multiple individual pictures) then right mouse click on any of the selected photos. Click on "Remove Photo" from the popup menu. You are then given the option to "Delete from Disk" or ""Remove". The former deletes it completely, whilst the later just remove from Lightroom but leave the original file on the disk.