I don't think mine are on the PC because I can access them from nay device and if I delete them on one device they appear as deleted on any other device. I doubt it saves much space at all, and maybe saves done. Have you deleted any downloaded attachments- they will take up space
If you empty the trash folder then they should be gone, at least marked as free space on the drive. But that assumes your e-mail client downloads them to the PC and deletes them from the server in the first place; and doesn't just access them on your e-mail provider's server (which is gradually getting filled up) each time.