delete music from your itunes on your mac

Highlight the tracks you want to delete, hold down the Option key, and hit the Delete key.

It might give you an option to keep or trash the underlying file(s). Pick one.

I have been trying to delete an album from my Purchased music but it appears to be impossible. How do I do that?

If it is that infamous U2 album there is a special procedure which you can find online. For any other album, follow the procedure above.