You can delete an email attached to a record in Zoho CRM directly from that record's Emails related list, but it's worth understanding exactly what this does before doing it at scale.
If your email account is connected to Zoho CRM so that messages automatically attach to matching Contact or Lead records, be aware that an email typically only stays linked to a record for as long as it also exists in your connected inbox. Deleting a message from your own mailbox, rather than from within the CRM itself, can also remove its association with the CRM record, since the CRM record's copy relies on the message still being present in the synced mailbox. If you're managing a large or shared inbox and periodically clear out old messages, it's worth confirming whether this affects emails that are still linked to active CRM records before doing a big cleanup.
This is a separate matter from CRM-level deletion, and depends on whether you're using Zoho Mail specifically. In Zoho Mail, deleting a message moves it to Trash rather than removing it outright, and it needs to be deleted from Trash separately for genuinely permanent removal. If you're programmatically managing mailbox cleanup, the Zoho Mail API also supports a permanent delete option that skips the Trash folder entirely, rather than relying on the standard two-step manual process.