How to delete an image in downloaded file

I have a folder that contains some images that I would like to delete, but there is no such option that I can find. How do I delete an image from my downloaded web file, but not the entire file or folder? This is my first foray into Adobe forums, and I cannot find an answer. I also do not know if I am in the correct forum, as the list on browsing did not seem to include anything that would include my question.