Yes, you are going to have to use VBA. Unfortunately,
Access does not have a macro recorder like Excel and Word do, so you have to start from scratch. In the below explanation, the underlined phrases are good help topics to check out.
You will probably want a form with a textbox to have the user enter the employee number and then a command button that the user can click to run the code. The command button would probaly have a caption of "Delete Record".
As far as the message box buttons go, the default is to just show the OK button, but in the code, if you set the buttons parameter of the
msgbox function to VbOKCancel, you will see both an OK and Cancel button.
For the two queries, we will use
QueryDefs. Design the select query, call it qrySelectRecord, and delete query, call it qryDeleteRecord, as
parameter queries; in the criteria line under employee number, type
[EmpNumber].
This is a rough idea of what your code will look like. I am calling the form "frm" and the textbox with employee number "txtbox" and the command button "cmdDelete"
Private Sub cmdDelete_Click()
dim qdfSelect as querydef
dim rstSelect as recordset
dim qdfDelete as querydef
dim strMsg as string
dim intReturn as integer
set qdfSelect = currentdb.querydefs("qryselectrecord"

qdfSelect.parameters("EmpNumber"

= me!txtbox 'this passes the criteria to the query
set rstSelect = qdfSelect.openrecordset
strMsg= "You are about to delete the employee record for " & vbcrlf & rstSelect!EmployeeFirst & " " & rstSelect!EmployeeLast & "." & vbcrlf & "Do you really want to do that?"
intReturn = msgbox strMsg,vbOKCancel
if intReturn = vbOK then
set qdfDelete = currentdb.QueryDefs("qryDeleteRecord"

qdfDelete.parameters("EmpNumber"

=me!txtbox
qdfdelete.Execute
End if
That should get you started!
Kathryn