With WIN32 it's DeleteFile but RemoveDirectory (to remove an empty directory).
For Windows, as well as RemoveDirectory, you have Visual C++'s _rmdir() -- they've added an underscore prefix to all these kinds of calls (_mkdir, _chdir, ...)
There's also _unlink() cf. Linux's unlink().
Andy
P.S. MSDN says:
This POSIX function is deprecated beginning in Visual C++ 2005. Use the ISO C++ conformant _rmdir instead.