DeleteFile(filename)
Under System Functions in the Help.
For files I create on the host system of the Web Engine that are web accessible I have in the message file DIREXPORT and WWWEXPORT.
ie: DIREXPORT = /www/path/htdocs/ and WWWEXPORT = http://myserver.com/
As long as the profile starting the Web Engine hosted on IBM has permissions to the IFS Folder it should work.
If hosted on Windows, the profile used to connect to the mapped drive needs to have permissions.