Yes select the images you wish to delete. You can do this by pressing Ctrl+A/Cmd+A. You may also select one file, hold shift and select another and it will select those and everything between.
There will be a file with a brighter selection, right click any of the files other than the double selected one. Now select "delete" and "delete from disk."
Note: you may only delete up to 1,000 at a time.
In Library Grid view-
1. Activate the Paint Can by clicking on it in the Tools bar.
2. Set Paint Can to do- Flag, Rejected.
3. Paint all images you want to delete. One squirt for one image. Squirt and drag the paint spray across all images to "Reject"
4. Remember to Set the Paint Can to off by clicking on the grey dot.
5. Press [CTRL+Backspace] to delete all "Reject flagged" images.
The Short answer is the Same Way you select multiple files on the computer system of your choice. Windows would be to click on the first image then hold down the Shift key and select the last image or if they don't run concurrently select the first, hold down the Ctrl key and click the individual files. Once that is don't hit the Delete key and select whether to delete from the just the catalog or Remove from Disk.
On Mac it is the same except the hold down key for selecting non concurrent images and there really isn't a Delete key on a Mac. IIRC you hold down the shift or command key and hit the Backspace key which is labeled Delete.
If you use the delete key, as a precaution, it won't delete them all..