I deleted three sub-folders - now they are in the "Deleted" folder and I can't get rid of them. How do remove them?

Do you mean the trash or junk folder?  You right clicked on the folder (trash or junk) and then clicked on empty trash or junk folder, whichever, right?  And that didn’t work?

To delete all items in the deleted or Trash folder, right-click on the folder and choose Empty Trash. To delete individual items from the Trash, right-click on the item and choose Delete.

You can also change the application settings to do this automatically when closing eM Client. Those settings are in Menu > Tools > Settings > General > Empty trash on exit.

Your email provider may also empty your trash at set intervals. GMail for example removes items from trash after 30 days.