Deleting pages is done outside of the page editor page. To get to this page from the editor, simply click the 'Close' icon at the top right of the editor. Make sure to save any changes that you have made to your page before closing.
You will be returned to the Site Index page. From here click the 'Delete Page' button (represented by the trash icon) to the right of the page you want to delete. This will ask you to confirm if you wish to delete. Click 'Yes' if you are sure and your page will be removed.