To delete a file
You need to first select the file in the editor and click on the unlink icon in the editor and save the page
Then again edit the page and go to file manager and click on the file to highlight it.
Click Delete Above Selection. The Delete selected image dialog box opens.
Click OK. The file is deleted.
Note: Deleting a file which is referenced from somewhere in your site will throw error and wont allow you to delete it. So you first need to remove the file reference ( by unlinking it from your page) and then delete it.