Finder tells you the keyboard shortcut to Delete a file in the menu. Most every menu item on macOS that has a keyboard shortcut exposes it in this way through the menu, which is one nice feature that macOS has that Windows doesn’t have, but could have.
Yep, it's cmd-backspace, which is unfortunately cumbersome, but it works and it's easy enough to remember.
That said, how the menu items appear always baffles me. Want to search for a file by name? Hit Ctrl-Shift-Command-F. How did I discover this? Open the menu and start banging different modifier keys till "Find" turns into "Find by Name..." I'm sure this behavior is as old as Macs, but it's an odd quirk, one that I still stumble over from time to time.
It is a bit odd that it doesn't appear in the right-click context menu, but yes - I love the menubar consistency in OSX. That plus the search field in the "help" menu is amazing, every OS would benefit from mimicking it.
