There are two ways you can use to delete any episode.
When focused episodes of selected subscription is listed in the 'Subscriptions' tab, select the episode(s) you like to delete and and then press 'DEL' key of your keyboard.
Following shows how to delete any post via its context menu
When you delete any episode, if trash bin is enabled, deleted episode is moved into the trashbin. Until you manually delete those trashed items from trash bin, they are kept inside.