How To Delete A File From The WordPress Media Library
To delete a file from the Media Library when using the Grid View, first click an image to view the File Properties, then click on the Delete Permanently link that appears in the pop-up window.
To delete a file from the Media Library when using the List View, click on the Delete Permanently link that appears beneath the file name when hovering your cursor over each row
How To Delete WordPress Media Permanently
After you click the Delete Permanently link in either view, you’ll be prompted with a confirmation message.
Click the OK button to delete the file or click the Cancel button to return to the Media Library.