Is there a ondelete Event?

There is no OnDelete Event (yet). We may add it in future releases. However, if you'd like to collect/log all actions made to files and folders (rename etc.), even more similar events would be required.
For now you could use the BeforeExecuteCommand event, which is executed before the action actually happens. But the nice thing is that it is executed before every command, so it might be suitable to log all actions.

If you let me know which server side version of CKFinder are you using (PHP?), I may send you some direct links to the documentation.