USE AT YOUR OWN RISK. INFORMATION PROVIDED 'AS IS'. NOT TESTED EXTENSIVELY.
Right-click Windows icon (usually bottom left) > click "Windows PowerShell (Admin)" > use this command (with due care, you can easily delete all your files if you're not careful):
rd -r -include *.* -force somedir
Where somedir
is the non-empty directory you want to remove.
Note that with external attached disks, or disks with issues, Windows sometimes behaves odd - it does not error in the delete (or any copy attempt), yet the directory is not deleted (or not copied) as instructed. (I found that in this case, at least for me, the command given by @n_y in his answer will produce errors like 'get-childitem : The file or directory is corrupted and unreadable.' as a result in PowerShell)