This is similar to this question here where I gave a similar answer. You can give this a try, though this assumes your times are in the 24 hour format and assumes you only want to delete that specific cell and not the entire row.
Sub TimeDelete()
'Declare your variables
Dim timeRng As Range, early As Long, late As Long, lrow As Long
'Finds the last row with a time in it in Column F
lrow = ThisWorkbook.Worksheets("Sheet1").Cells(Rows.Count, 6).End(xlUp).Row
'Define the times you want to compare against
early = "02:00:00"
late = "10:00:00"
'Specifies the range the times are in
Set timeRng = ThisWorkbook.Worksheets("Sheet1").Range(Cells(1,6), Cells(lrow,6))
'Use a For loop to check each value in the range
For Each Cell In timeRng.Cells
If TimeValue(Cell.Value) >= TimeValue(early) And TimeValue(Cell.Value) <= TimeValue(late) Then
Cell.Delete Shift:=xlToLeft 'Deletes cell if it meets the criteria and shifts remaining cells in the row to the left.
End If
Next Cell
End Sub