The call to DeleteFile() does work and in your case it did work.
DeleteFile() is contracted to delete the file you specify, if it can be deleted. If the file could be deleted, then it will be. If the file could not be deleted then it will not be.
If DeleteFile() returns false, what the documentation refers to as failure, then the file was not deleted, for a good reason. You can call GetLastError() to find out why the file was not deleted.
solved deleting file in ntfs using c