If you're playing on Stable/Beta/Cutting Edge, then yes.
YOu simply need to locate the osu folder, enter the "Songs" folder and there you can delete the specific maps (in folder form)
Easiest way to get there is via the Options, in the Updates section is the "Open osu! folder" button.
If you're on lazer, I don't know.
Haven't used lazer in quite some time, but from what I can remember the filing system there is different.
Someone else might be better situated to answer that part.