Shift+Del (verbosely Shift+Delete) in File Explorer deletes directly (as opposed to copying to the recycle bin) and is MUCH faster.
In terms of file system, deleting to Recycle Bin is more or less like moving. The files you delete are put into a special protected Windows directory, and potentially the whole data needs to be read and written in a other place.
On the other hand, deleting with
Shift+Del, the file is simply erased from the file system. This is mush faster, as it's not about changing the whole file, but only removing the few bytes telling that a file is there.Source: Stack Exchange