They won't be deleted from PMM unless you delete them from _within_ PMM, also deleting them from the DMS. I'm not positive, but I think if you delete them from outside PMM, you have to manually delete them from the DMS. Otherwise, PMM keeps them in the database because they are still "valid" files. It might even copy them back from the DMS to your local hard drive the next time you sync.
I'm a bit fuzzy on the details because I haven't actually used PMM in at least 8 months.