The only time you can "delete all" emails is if you are in the trash folder.
To do, navigate all the way back/up to the top of your Mail app (you'll see no buttons in the upper left and the title of the page will be "Mailboxes." Scroll down and look for the box titled "Accounts." Select which one you wish and press it. Then, go to the Trash folder.
In the Trash folder, select the "Edit" key on the top right. Then, you will see a red "Delete All" button on the bottom left. Press that and you will have emptied the trash.
Hope that helps. Let us know how you get on.
Marilyn