Open Finder
Click Downloads in the sidebar
Select the files you want to delete
Press Command + Delete
Open Trash
Click Empty in the top-right corner
Confirm Empty Trash
To remove items from the Downloads folder without deleting them, drag them to another folder
To delete all downloads, open Downloads, press Command + A, then Command + Delete
To delete downloads from Safari, open Safari, click Downloads, then remove the files from the Downloads folder
To delete downloads from Chrome, open Finder and delete the files from the Downloads folder
To delete downloads from the Dock, right-click Downloads in the Dock, choose Open in Finder, then delete the files