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If you are in the mail app, on the right top there is a button to do changes (don't know what it says in english). If you hit it, you'll see a round bubble before each mail, and on the bottom a 'Mark all' or select all option. Hit that an then choose delete all.
It could depend on the setting if it says archive all or delete all. You can change that in the settings.
it also depends which folder your in, "inbox", Sent items" etc... which is actually just silly.. Why would u not want to delete messages at once from those too ?