Well, calibre is supposed to delete things and put them in the Trash. I don't know why it would fail to do that for you.
Unless you deleted many books at a time, in which case calibre will skip the trash.
Normally, there would be a confirmation dialog when you try to delete something, but you might have checked the box to ignore further confirmation warnings at some point, You can undo that by going to Preferences ==> Interface ==> Behavior and clicking "Reset all disabled confirmation dialogs".