Pointed out on the mailing list (xxx):

"To set preferences in Geary, open the application menu or click the gear menu at the upper right of the toolbar and choose <gui>Preferences</gui>."

Also, I cannot reproduce what is described here:

"To permanently delete the conversations, hold down <key>Shift</key> and press the <gui>Delete</gui> button that appears in place of the <gui>Trash</gui> button."

If I hold Shift the button doesn't change (tested also on english locale).

We should update the documentation so (a) it's better explained where to look for the application menu, and (b) when the Delete operation isn't available.