An order records a sale: its number and uuid, the person, the billing and delivery addresses, the items, the totals, and two statuses, financial (unpaid, authorized, partially_paid, paid, partially_refunded, refunded, voided) and fulfilment (none, pending, partial, fulfilled, completed). A checkout becomes an order once its invoice is paid; an integration can also record orders made elsewhere. There is no delete route.
An order made by a checkout is managed: its items, totals, discounts and statuses follow its invoices and fulfilments, and a write that changes them is refused with “Property cannot be modified in managed orders”. An order created through the API is not managed, and takes them as sent.