If you're talking about files that are in the Files pane (see screenshot below), if you're not inside of a directory you've created for an R project, they're just files on your system. So, if you navigate to Desktop, and delete all those files, you're deleting the files on your computer.
However, there's no reason that they shouldn't be in Trash. Are you on a Mac? I just tried deleting a file from my desktop from inside the file navigation pane, and it showed up in my trash.
Luckily (in this case) it's actually pretty difficult to fully delete files from your machine, but the best course of action for getting them back is system dependent.