To permanently erase data so that it cannot be recovered you will need to use data shredding software that will overwrite any files multiple times and or perform a full format of the hard drive or drive to erase the data permanently.
You can also destroy the hard drive or storage media physical, which will permanently erase and destroy the data and make it unrecoverable.
For example if you have a hard disk drive you could take it apart or crush it and then cut the hard disk itself as well to prevent someone from trying to repair the hard drive and accessing data.
Or for an SSD drive you could bust it up or shred it up or even a thumb drive you could also take a hammer and break the circuit board in the thumb drive to destroy it.
If you just want to permanently erase certain files, you can use a program like CCcleaner or Eraser to overwrite the data.
But a full format of the drive is a very effective way of erasing an entire drive of data.
You can also use a strong magnet to demagnetize a hard drive, which will also destroy any data on the platters of the hard drive.
Or even use a commercial shredder to shred the hard drive or other drive up physically.
Then when shredded the data cannot be recovered ever from those drives.