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If you are deleting a file, and want to actually delete it and not send it to the Recycle Bin, simply hold down the Shift key when deleting it. This keyboard shortcut will immediately delete the file rather than simply moving it over to your recycle bin.
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For files that are located on your C: drive, pressing the Delete key on your keyboard within Windows Explorer doesn't actually delete the file. It simply moves it to the Recycle Bin, as shown in the screenshot below:

If you press and hold the Shift key while pressing the Delete key, the file is deleted and it bypasses the Recycle Bin, as shown in the screenshot below:
