Deleting files / directories are dependent on your OS side. Hence, the deletion occurs on the server side code of FCKeditor. That means your connector that you use, be it ASP / PHP / Perl / Java. You need to modify your connector to include a "delete" method, and implement in the connector, then add it to the dialog interface. Pretty long winded, but I've done it a few times and it works.
There are some security issues in deleting as well - if there is a bug that can be exploited you could potentially delete more than what you think =) I've done that too when testing....
RE: delete files?
There are some security issues in deleting as well - if there is a bug that can be exploited you could potentially delete more than what you think =) I've done that too when testing....