I don't think there is a command which allows you to directly delete a row or column from a sheet in openpyxl. As for checking on the cell values, you have to loop through cells individually in your sheet(s) and check the cell values individually.
You can then copy the rows which do not have a cell with that value to another location in the same sheet or to a new sheet in the same file or to another sheet in another or new excel file. Hope this helps.
Alper
P.S. I recommend Chapter 12 of the book "Automate the Boring Stuff with Python" if you want a nice tutorial on openpyxl. The web version of all of the book is available publicly for free at
https://automatetheboringstuff.com. Charlie Clark (one of the authors of openpyxl) has some reservations on some of the example code shared in that chapter but I still think the chapter is a good tutorial on openpyxl (and the book overall provides a very good introduction to Python in my view).