If you can't delete messages via webmail, or you get an error like: "Server Error: UID COPY: Mailbox does not exist" you may need to explicitely set a 'Trash' or 'Deleted Items' folder.
- Open up the settings in webmail
- In 'Preferences' there is a 'Special Folders' menu
- Assign the 'Trash' folder to your preferred location
Deleting messages only moves them to the Trash folder.
To permanently delete emails, open your Trash folder. In the bottom of the Folders pane there is a gear - select this gear and click 'Empty'
You will notice that there is a 'Compact' option, too. Do this from time-to-time on your inbox to keep it tidy.