When deleting a message from inbox, the message will move to the Trash folder. However, this option might be changed to delete permanently and the deleted messages will not appear in the Trash folder. Please see the steps below to change the setting:
Step 1: Click the folder (e.g., Inbox) you want to change the settings;
Step 2: In the "Folder" tab, click the "Purge";
Step 3: Click "Purge Option" in the drop-down list;
Step 4: In the "Internet Email Settings" window, uncheck "Mark items for deletion but do not move them automatically items marked for deletion will be permanently deleted when the items in the mailbox are purged."
Step 5: Click "OK" to close the window.