To delete a message, select it and click the "Delete Selected" button. Multiple messages can be deleted with multiple selections. A deleted message is designated with a trash can in the status section.
Once a message has been marked for deletion, it can be permanently deleted by clicking the "Empty Trash" link. There is no way to recover a permanently deleted message.
A message marked for deletion can be undeleted by selecting it and clicking the "Undelete Selected" button.