Sometimes while using programs like FTP , deleting an entire non-empty directory is time consuming. It will delete files one by one. If the directory has lot of files it will take very long time.
With using command line (cli) , it is very easy task.
Run the following command at the command prompt
rm -rf directory
Here directory is the name of your folder/directory
Note: This will delete all its sub-directories and files, so please run it carefully