DELETE DATASET xxxx.

DATA FNAME(60) VALUE 'myfile'.

OPEN DATASET FNAME FOR OUTPUT.

OPEN DATASET FNAME FOR INPUT.
IF SY-SUBRC = 0.
  WRITE / 'File found'.
ELSE.
  WRITE / 'File not found'.
ENDIF.

DELETE DATASET FNAME.

OPEN DATASET FNAME FOR INPUT.
IF SY-SUBRC = 0.
  WRITE / 'File found'.
ELSE.
  WRITE / 'File not found'.
ENDIF.

The output appears as follows:

File found

File not found