To remove files, you first schedule the files for removal, and then commit the change:
Select the file or files that you want to remove.
Click the right mouse button on the selction, and select the Modify -> Remove menu item (the Erase selection menu item will just delete your local copy).
As the files are only marked for removal, you have to commit them to remove them from the repository.
The files will now be removed from the repository. Note that files are not physically removed, but rather marked as "dead". By this way it will still be possible to retrieve the files if you choose to check out an old version of the module.
Removing directories is another story. CVS will optionally remove empty directories when you update one of its parent directories. If you want to get rid of an empty directory, do the following:
Select the parent directory of the empty directory you want to remove.
Click the right mouse button on the selction, and choose the Update selection menu item.
Select the Globals tab.
Make sure Prune (remove) empty directories is checked (it is by default).
Press the OK button.
The directory will be removed if all its files were previously removed from your local copy and from the repository.