iCloud files

Sorry. It sounded like you were just talking about deleting files while viewing them on your Mac. Not on iCloud.com...

If you're viewing them on the webpage,

Select the file you want to delete

The "Trash" icon, at the top of the page, will illuminate and you can delete it that way.

OR

You can right-click (tap a trackpad with two fingers) and you can select "Delete File"

If the file is saved in iCloud and you delete it, it will be deleted in iCloud and deleted from all your other devices.

You're welcome!