Some email clients (most notably Microsoft Outlook), when connecting to an IMAP mail server, do not delete messages immediately. Instead, they mark the messages as 'deleted'. Messages marked as deleted are still visible in the mail folder, but are crossed with a line.
In this way, they can be easily undeleted if you change your mind.
To permanently delete these messages, you need to 'purge' the mail folder.
You can do this in several ways: