The basic answer is something like:
<!--- This performs SQL delete even if there is no corresponding file --->
<cfquery name="deleteDoc" datasource="test" username="" password="">
delete
from testdoc
where file_name IN (<cfqueryparam cf_sql_type="varchar"
value="#form.DeleteID#" list="yes">)
</cfquery>
<cfloop index="i" list="#form.DeleteID#">
<!--- This code is vulnerable to attacks consider filtering out input --->
<cffile action = "delete"
file = "f:\inetpub\wwwroot\test\#i#">
</cfloop>