1. Disconnect the link with the file folders
2. Delete
Using the first option, you delete only the shortcut. That is: the folder and files remain on the hard drive. If you delete a project folder in the Manager, you delete not only the link, but also the corresponding folder on the hard drive.
Now, if you want to restore the deleted files, you can open the Dlubal Recycle Bin by clicking "Edit" → "Restore from Dlubal Recycle Bin".