To manually delete files from a remote location - use the Remote Host Tool Window (or Tools | Deployment | Browse Remote Host, if it does not appear) - move and delete any file) you want.
In order for your remote host to synchronize with the local one (for example, delete the remote file as soon as the local file is deleted), you need to enable automatic download in Settings | Deployment | Options, in particular:
- Upload modified items automatically to the default server
- Delete targets when source does not exist

Obviously, you need to configure all of these options that are most suitable for your workflow.
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