Each email client is different, even the different versions of Outlook.
Thus, you need instructions for the exact client you are using, to find where they have the setting
This article has great graphics, and gets most outlook users close enough to find it in their own version.
If that does not help, to get the current instructions for your email client, google ‘[your email client and version] delete messages from server’.
If you find a good one, I’d love an email with a link, so that I can include it here.
If you still have no luck, and you are a hosting client, please email me with what you were searching for, and I’ll see what I can do.