Wascar,

One thing to do is to get the exit code returned.  This can be done as follows:

01 del-exit-code pic s9(4) BINARY.
...
call "SYSTEM" using DEL-DEL, OMITTED, del-exit-code
if del-exit-code not equal 0
    *> process the error
end-if.

I believe also, since you are on Windows, that the command must be:
    CMD.EXE /C RMDIR /S /Q f:\\backup\\domingo