“Unfiled items” is a special collection that lists the items that are not part of any collection in your library.

Generally, if you move an item in any collection to the trash, it will be deleted from all collections it is part of. If you just type Delete, the prompt that pops up asks if you want to remove the item from the collection. This will remove the item from that collection, but it will remain in the library (viewable in My Library) and in any other collections it is part of.

They are deleted from the library and all collections. Generally, you should merge duplicates and not delete them, which will keep the merged item in all of the collections, tags, and citing documents.