The order can be deleted in draft state .

Once the order reaches the confirmed state you cannot delete the sales order.

You can not delete the order while it is in confirmation state. Only before the order reaches to the confirmation state you can delete the Quotation from Sales application so your order will be discarded. Once you made payment of that order than you can't delete that order.

Delete sale order only  this condition:

                                                          Sale order in "draft" state

Cant delete order when :

                                                        state is "confirm or done"

                                                        transfer is "done"

                                                        invoice is "paid"

When confirm sale order can be deleted:

                                                                         For delete confirm order , firstly cancel that order but you can only do this with the cond. where transfer still not completed.  After cancel order it can be deleted.

Try it. It works.