You can't. It's a safeguard to stop people accidentally deleting everything unintentionally. You should be able to long press 1 email and you should see a box with a tick appear in it. When that happens tap on the other messages you want to delete (the tick should appear) and then hit "delete"
Go to the email's website and delete them from there - it's usually a LOT easier. (It can sort of be done, as Pugs says, with some of the really old email apps, but they were still a pain.)