(https://www.mediafire.com/convkey/7e26/iccfqdi544vm5cv6g.jpg)
You can enable it in simuconf.tab. But since it is not DOS any more, where you have to delete in simutrans, modern OS allow to delete from the shell in another window. So it was removed by popular demand.
The option prissi points to is show_delete_buttons , set to true to have the buttons back.