Currently, LXDE has no trash function. It is delete only.
The work around for this is to create a folder, either on your desktop on in your home directory and name it 'trash' (with or without upper case T; your choice). Any files you want to send to the trash will need to be manually moved to this directory. You can delete or restore them later. I'll try to come up with something better, but for now, this is it.
PCMan is rewriting his file manager at present. I'll see if I can find out if he plans to add a trash function. If it's not in his plan, I'll make a request. No guarantee that he will but maybe.