You have to explicitly tell the version control system that you want to delete file. There should be some menu option in toroise.
The same goes to renaming, use mercurial to rename/move files/folders.
And last, but not least, there is NO WAY to delete forever ANYTHING that you push to the server. Even if you delete it, old version will still be available. So be carefull, not to upload stuff, you don't want others to see...
