as far as the PowerCMS Admin is concerned, the concept of pages is not the same as a physical page in the file system.
the concept of a page in the CMS Admin panel is virtual page, it is really more of an organizational construct used to associate the content area to the page it will be displayed on.
Deleting the "page" from the CMS will not delete the physical page from the servers file system.
this cant be done from the admin panel, you would need to log into the servers ftp to delete the physical page.