There are a few ways to delete posts natively from Facebook or Twitter from within Lately!
The first way is to go to the published section of your content pipeline. From there, find the post you want to delete, and click the trashcan "Delete Post" icon. Lately will then ask you to confirm if you are sure you want to delete this post, and give you a few options. You can Delete from Lately but not from Facebook/Twitter, Delete from Facebook/Twitter but not from Lately, or Delete Everywhere.
Select the option you would like, and click "Yes". Lately will then delete that post from the location you selected.
You can also do this from within the Content Library, Post Detail page, or anywhere you see the trashcan "Delete Post" icon on a published post.