Q: How do I permanently delete video files?

So I plan on going on a vacation soon and the plane ride is quite long. I wanted to download a few episodes of my favourite shows to watch. After I download them, I was just wondering how to permanently delete the files so that they no longer take up any of the space or storage on my computer (MacBook Air)? Is it just deleting the files and they are permanently gone? I just want to ensure that when I'm done I can permanently remove them so no space or memory is taken up because this laptop is also used for school. Thanks for your help, I'm new to the Mac community.