In Explorer, go to View> Toolbars> Customize
Select "Delete" in the left side and click the button to add it to the right side. Then use the up/down buttons on the right side to position it where you want it, and you'll have a Delete button on there like I do.
IDEA : delete files with a mouseOnce you have that, you just select the files you want to delete and just click the button.
You can also add others like cut, copy, paste, undo, refresh, etc.