If you just chose the option to remove the images from Lightroom, then the images are still in the folder where they were imported. You will have to use your system browser (File Explorer in Windows, Finder on the Mac) to browse to that folder and locate the image to delete it. Lightroom no longer has any reference to that image so you will not be able to locate it using Lightroom.
The other option would be to synchronize the folder to bring the image back into the Lightroom catalog long enough to choose the option to delete from disk. Doing that would send the image to the recycle bin or the trash.