Once again, in case you did not see the screenshot I posted before, the dialog reads, and I quote
All files (not just ebooks) from
will be permanently deleted. Are you sure?
I dont know how to make it clearer than that.
Delete individual books from calibre, they will be put in the recycle bin. Delete an entire library, it will be permanently deleted. If you dont understand why, try putting huge numbers of files in a recycle bin and see what happens.