I have a number of .messages that were saved as .msg files somehow, where the file name length is far too long, e.g. "E:\Data\Mail\Microsoft Outlook\D\moremoney_  Know your flight rights _Microsoft fights back! _ Low-rate 6.9% credit card _ 30 off Secret Escapes _ Escape the cold! All-inclusive sunshine from 320pp _ Try out telematics_MoneySupermarket.com_2012-11-05 15-25.msg".

I am unable to delete them, having tried

del "\\?\e:\documents\mail\d\E:\Data\Mail\Microsoft Outlook\D\moremoney_  Know your flight rights _Microsoft fights back! _ Low-rate 6.9% credit card _ 30 off Secret Escapes _ Escape the cold! All-inclusive sunshine from 320pp _ Try out telematics_MoneySupermarket.com_2012-11-05 15-25.msg"

The filename or extension is too long. 

I cannot find disk cleanup in 8.1 - where is it?

A couple of things to try.

First, shorten the path by using the subst command.  For example type: subst t: E:\Data\Mail\Microsoft Outlook\D.  Once that is done, open the t:\ drive and see if you can delete then.

As for the disk cleanup in 8.1, open a command prompt and type cleanmgr.  For better options and more control, type cleanmgr /? to see how to use the sageset and sagerun options.