Note: Only Firm Users can delete Files.
Method 1:
Select the Message to view the contents.
Select the X to the right of the preview icon.
Select Yes to Proceed.
Method 2:
Select Files in the Left-Hand Menu.
Select the Sources filter and select Message.
Locate the File you would like to delete and select it by checking the box on the left.
Scroll to the bottom and Select the Trash Can icon.