Button - Create a button and add the following to the 'Redirect to the URL' section.
javascript:apex.confirm('Are you sure you want to delete?', 'DELETE');
// can be the name of the process you need to call
javascript:apex.confirm('Are you sure you want to delete?','deleteProcess');
Link (href anchor tag) - If you need to use an href link, then you can do it like this
<a href="#" onclick="apex.confirm('Are you sure you want to delete?', 'DELETE')">link</a>