You could arrow to the target folder, then press delete.

Or, after arrowing to the folder, to open the same context menu that right-click opens: press shift+f10. or, press the menu key if your keyboard has one (typically it is located next to the right ctrl key).

This is second hand because I'm a Windows user:

Generally speaking, Mac users with a one-button mouse can call up the "right-click" context menu by holding down the Ctrl key and clicking with the main (left) button.