This function deletes - with a confirmation dialog - selected files and folders. Deleted items are sent to the Windows Recycle Bin and may be recovered from there, if necessary.
Read-only files or folders are deleted as usual, but are identified as read-only by the dialog; if a read-only file is among the selected files (not read-only) it will require an additional confirmation.
System files receive a similar warning, but may still be deleted (probably not a good idea!).
Files deleted from removable drives (eg. flash or jump drives are not sent to the Recycle Bin but are deleted permanently by Windows. Not all USB drives are considered removable drives; some larger drives install as local drives. Viewing the properties for a drive in the Folders pane will identify it as Local (fixed) or Removable.