If you want to do it from the Library, you can always select all and then delete. Right now you have to click the first item and then scroll down and shift click the last item, but command A to select all should be coming soon.
The library option doesn't work. When I try to delete more than 1 image at a time by dragging my mouse and holding "Control" button down it doesn't work. And I can't find "Documents" to start the process on our other suggestion either.
Will you also be implementing drag selection? Such a standard Finder item should be inside Snagit's library. A no brainer. I didn't realize that Command A didn't work as I have never had occasion to want to delete all files.