Sorry, but there are SOOOO many differences in phone menus that I can't give you explicit instructions....
Delete them ON YOUR PHONE, not via computer link.
Find the menu that let's you either: "Manage memory" or "Images" or "Pictures" and got into its submenu.
Somewhere in there you should finally come upon a scrollable list of all the images. Select one and another submenu should include a "Remove" or "Delete" option....