MySQL, operation DELETE
You can't use the album table because it isn't actually included in the query. (in the FROM clause). You need to do this instead:

DELETE songs.*
FROM songs
  JOIN album 
    ON album.id = songs.id_album
 WHERE album.id_band = 16


See the section titled Multi-Table Deletes in the documentation for DELETE.

Alternatively, you could use WHERE EXISTS:

DELETE FROM songs
 WHERE EXISTS (SELECT * 
                 FROM album 
                WHERE id_band = 16 
                  AND id = songs.id_album)