There are two kinds of deletions in Website Builder in reference to web pages: first, you can delete the navigation menu link to a page and, second, you can delete the page completely.
Deleting from Navigation Menu
Deleting an item from the navigation menu does not delete the page from your list of files available for use on your website. This type of deletion simply takes a page's link off of the navigation menu.

Your menu item is now gone. However, you can still find this page/file listed in the Pages tab, if need be.
Deleting Pages / Files Permanently
Natural caution should be mustered before ANY page is deleted permanently. However, once you have made the decision to delete a page, or multiple pages, permanently, it is simplest to do this from the Pages tab.
Delete Single Page Permanently
You have now deleted one page permanently.
Deleting Multiple Pages Permanently
Natural even more caution should be mustered before MULTIPLE pages are deleted permanently. However, once you have made the decision to delete multiple pages permanently, it is simplest to do this from the Pages tab.
You have now deleted multiple pages permanently.