When you delete the file in windows, it move to the Recycle Bin, useful for avoid unwanted file deleted or maybe one day we still need.
But if you are sure the files no longer needed, or need for space in hard disk without go to the recycle bin.
There is nothing wrong if you delete it permanently.
Just Press and hold SHIFT key at the same time when you are deleting the file (Press Shift + Del).
the file will be deleted forever permanently.