Yes, it deletes the files automatically. From BOL
"Dropping a database deletes the database from an instance of SQL Server and deletes the physical disk files used by the database. If the database or any one of its files are offline when it is dropped, the disk files are not deleted. These files can be deleted manually by using Windows Explorer. "
I tested this earlier hoping I was wrong because I felt so bad for the situation.....
David
@SQLTentmaker“He is no fool who gives what he cannot keep to gain that which he cannot lose” - Jim Elliot