It appears file are not moved by DX for purging. Purging can happen only after files are moved to backend by DX. You can confirm by right click on file->DX file properties. You might need to setup move rules properly before purging.
I have set up a purge rule to purge any file in the folder, but no files have been purged.  I tried to manually purge the files/folders from the Windows Explorer context menu, but I get and error.   The error reads:  DxShell  0 file(s) were successfully purged.  10 file(s) were skipped because they are non-DiskXtender file(s).    How do I designate these files as DiskXtender files for purging?
non-DiskXtender file(s)