We should be careful about terminology. I think you are show a Finder window so the only thing from Numbers you could be showing is a document. A Numbers document contains sheets which contain tables, charts, text and other media.
Numbers shows sheets on the left.
If you want to open a single document that shows the content os both of the documents you are showing in the picture above, then you should open BOTH documents, then select the sheet object in one of the documents, copy, then switch to the other document and paste. This will allow you to consilidate the two documents into a single document.
"After Copy and Paste one sheet , I've deleted the Paste file from the Finder ...
Is it ok ?"
Depends which file you are calling "the paste file."
If you are copying a sheet FROM "file_A" and pasting that sheet into "file_B," then:
Deleting "file_A" should not be a problem. You have already pasted the contents of "file_A" into "file_B", so "file_B" now contains the sheets from both of these files, and you still have all of that information.
But deleting "file_B" removes the information originally contained in "file_B" AND one copy of the information that was originally in "file_A." At that point, you are left with only the information originally recorded (and still contained in) "file_A."