I believe the feature was just changed a bit. Change Files to List view, check all boxes to the left of files to be deleted and click the Trash can on the upper left corner.
I was able to do this function just now so its working
To piggy-back on Collin's answer, here are a few screenshots to help you out. The feature has indeed changed - you first need to switch to List View. You can do so by clicking on the button highlighted in blue below, which is located in the top right-hand corner of your Files window.
After that, check all the files you wish to delete and click on the trush can button in the upper left-hand corner of your screen.
Note that this will not permanantly delete your files, it simply moves them into your trash (click on the trashcan icon next to the List View icon, as shown in the first step). You can restore deleted from your trash, or you can permantely delete them.