What happens when you try and right click? Is there an error message?
You can delete folders from your VV with a right-click, or a hard delete, however the folder must not exist in your mailbox.
If you delete the folder in your mailbox, you must then do a VV/VC sync, then the archive task must run Shortcut processing (usually during the next archiving run), then another VV/VC sync must be performed. You can then delete the folder from VV.