The Recycle Bin provides protection against accidental erasure of files. In most cases, when you delete one or more files or folders, the deleted items go to the Recycle Bin, not into the ether. If you change your mind, you can go to the bin and recover the thrown-out items. Eventually, when the bin fills up, Windows begins emptying it, permanently deleting the files that have been there the longest.
The following kinds of deletions do not go to the Recycle Bin:
Files stored on removable disks
Files stored on network drives
Files deleted from compressed (zipped) folders
You can bypass the Recycle Bin yourself, permanently deleting an item, by holding down the Shift key while you press the Delete key. ...