Deleting local items
To delete the selected file or folder, choose File > Move To Trash. The item will be stored in the Trash until you instruct the Finder to Empty Trash.
Deleting remote items
There is no Trash for remote items. They are deleted immediately upon request.
To delete the selected remote file or folder, choose File > Delete...
If you don't want to be prompted for confirmation each time you delete remote items, choose Transmit > Preferences, click Files, and uncheck Ask before deleting items.