To delete a photo you have to enter the album where it is found. By simply moving the cursor over the photo you will see inside it a red button with a trash can.
By clicking on it and the "YES" button to confirm, the photo will be deleted.
To delete a photo album, enter it and press the gray "Album Management" button on the top right.
After a window opens, you will find a red "Delete Album" button on the bottom left.
Another window will appear and you will be asked to confirm the deletion. The album will then be permanently deleted.