Delete files from command line using smb:// URL
Solution 1:
Linux or Windows or whatever?
Linux: smbclient … -c "rm $filename" – but be aware of filenames with unusual characters: you may have to escape or quote $filename.
Alternate solution: simply mount the filesystem(s), and access the files with the usual command-line tools.
Solution 2:
In addition to Matthias Urlichs answer,
smbclient ... -c "del $filename"
Per smbclient documentation.