Well, I just did it, and it worked fine. What I did was launch Outlook, selected 4 EMails in my In Box (holding down the Shift key the entire time, and clicking on each one), and then clicked on Delete located at the third one "in" (first two choices are EMail and New). From there, those selected EMails wound up in my Deleted Items folder. I then clicked on that Deleted Items folder, pressed Command-A (for Select All), hit the Delete choice again (at the top), and after saying yes to deleting them, they were gone.
It's important to remember, though, for space purposes, that all those Deleted Emails do not actually get deleted from Outlook's Database. To permanently get rid of them, you need to Rebuild Outlook's Database. I do that once a week on both of my machines.