Let's say, for instance, that you posted an answer to a question. Only to realize a few seconds later that your answer is not correct.

How do I delete that post, or do I just add a comment for the moderators, asking them to remove it for me?

in the 30 minutes after posting, you can see an "edit/delete" button next to your post. By clicking this you can edit your post. Although it also says "delete", this is never possible for regular users. It's a bug that Dani still needs to fix.
Here at Daniweb we only delete posts if they are in violation of the rules. (so double posts, profanity, spam etc). To get such a post deleted, use the "flag bad post" button and type why you think the post should be deleted. A moderator will be automatically notified and will delete it for you. In all other cases: You can't delete posts, so think twice before hitting the "post reply" button :)

Thank you.
Now I know. :)