Hi, I installed nemo on my Z16 core, and when I delete from there files, I will get an info box like "Do you want to delete this file?" That is good and I want it.
But when I delete files from the desktop, it will be deleted immediately without prompt.
To close the loop, regardless of which GUI you delete from it goes to Trash, including from an open nemo folder. You can always recover the file from there if you'd like. But as EE noted, your system's behavior is normal.