Delete Folder on Home Screen

Same way u remove widgets. press and hold it, then move it to trash can
 
if you press and hold the folder or widget your home button will turn into trash. try it
 
My messaging app somehow got itself inside a folder. I was paranoid that if I deleted the folder it would delete my messaging app. But when I held down on it I got an option to 'extract' to the last home screen. I did this & the messaging app icon moved to the last screen and then I moved it back to the first screen, The folder appears to have disappeared. No idea how the folder was created!