Kids these days
when you open a standard command prompt, you can change the folder it's looking in by typing CD foldername (or CD .. in order to get into the parent folder). If it's on the desktop, you'll probably have to type CD desktop
to delete a single file, you can type in DEL filename
to delete a folder structure, you can type in RMDIR foldername /s /q
Neither command will ask for confirmation, nor will the files go to the recycle bin. At the end of typing each command you have to press the Enter/Return key.