We can remove rows either through ADOTable or using SQLQuery or ADOQuery (both of them run the same SQL query) as was mentioned here.
I would say convenient way for this would be to create PopupMenu with one MenuItem with Caption “Delete current row” with click handler having following code:
procedure TForm1.Deletecurrentrow1Click(Sender: TObject);
You should not forget to assign created popupmenu to corresponding DBGrid you need.
Also, if you choose another way and would like to use TDBNavigator then you will not need any code at all.