how to delete a song from my Music folder

You do not write which music service you use.

But if you use Apple Music and have downloaded music locally to your iPhone, you can find and delete the local copy that takes up space here: Settings -> General -> iPhone Storage -> Music

If you want to delete the songs from your music service (for example Apple Music) then you must do it inside the app. Find the desired music track, long press and select Delete from Library.