1) Right-click on any folder, and one of the options you will see is to empty the folder.
2) Select an email in the message list, then hold down the Shift key and scroll down until you get to another one you want to delete. Select it. That will select everything in between. Then hit the trashcan icon in the toolbar.
3) Run a search for a category of emails like a name, an email address or something in the subject line. Then check the box at the top of the list to select them all. Hit the trashcan icon in the toolbar.
It depends on how selective you want to be. Also, don't overlook the Sent folder. A lot of people don't realize just how much is in there that they no longer need. Out of sight and out of mind.