Hi Harsh,
When you say workflow I believe you were mentioning SharePoint designer workflow.
If this is sharepoint 2013 version
1. You could use SPD "Web Service" option to call REST url for deleting the folder.
Below Url might help you
https://sergeluca.wordpress.com/2013/04/09/calling-the-sharepoint-2013-rest-api-from-a-sharepoint-designer-workflow/
https://msdn.microsoft.com/EN-US/library/office/dn450841.aspx#bk_FileDeleteObject
2. For sharepoint 2010 version
I dont believe we have anything that we could use from the SPD workflow perspective, better use server side object model to delete a folder.
Sivabalan
