When files are deleted, the actual files contents are not deleted but they are just marked for deletion and not shown in the file system. Unless it is overwritten, they can be recovered using recovery tools. So when you delete confidential files, the usual windows delete method is not enough. This is true even if you empty your recycle bin or "shift" + delete to skip recycle bin.
One freeware that allow to completely erase files is Eraser. It also adds an entry to file and folder context menu so that any file or folder can be right clicked and deleted permanently using Eraser.