[FoxSevent]

Manually no, you have to do it the old way, start ePSXe without a game in loaded aka Run bios with Silent Hill memory cards select in settings, then go into memory card and delete the save file.
Or just use one the dozens of Memory Cards editors like MemcardRex.

 

[FoxSevent]

So, I am in DuckStation. So if you're in DuckStation, this is the way to delete saves:

Documents > DuckStation > memcards

Then, you'll see those saves. Drag those Save files of the games to the Recycle Bin & thewn, DELETE! I hope this will help to everyone that have DuckStation! BTW, I don't have ePSXe on my PC!

Yeah sorry but no one in 5 years since last post was made asked for a guide for grannies on how to delete their files.
Not to mention this method deletes the entire memory card with all the saves on it.
Duckstation has a built in menory card manager under tools use it I instead to remove or copy single save files from memory cards.