Hi,

I advise you to watch this video: https://vimeo.com/167316544

To remove a file you need to activate the Mass Action button it is looking like this:
https://developer.wordpress.org/resource/dashicons/#forms

Then, you’ll see all files and folders will look different and a button to delete files will appear under the tool bar. You’ll need to select the files or folders you want to delete by clicking on it, then click on the delete button.