You can also right-click files or folders in File Explorer and choose Wipe with Glary Utilities to send them to the file shredder program.
Just drag and drop files and folders into the program window, or use the buttons to browse for them. The file shredder portion of the program is in Advanced Tools > Privacy & Security.
Glary Utilities is a software suite with lots of tools, such as a file shredder, a registry cleaner, a defrag program, and many others.