Currently Being ModeratedFeb 16, 2013 3:28 AM (in response to montyspurs)
Go to the Mail page at http://icloud.com. Open the mailbox containing the messages. Click on any message to select it: his comand-A. Click on the trash icon in the toolbar.
Or in the Mail application select the mailbox, click on any message and hit command-A, then hit delete (backspace).
To empty the Trash: at icloud.com click on the cogwheel icon at top right and choose 'Empty Trash'. In the Mail application, from the 'Mailbox' menu choose 'Erase deleted items' then 'iCloud' (or 'in all accounts if you want to clear the trash completely).