Yes you can play back the images and/or delete them from the internal memory from the camera. I strongly recommend an SD card in the future. The internal memory can hold a maximum of about 87 pictures at the lowest resolution (2 pictures at the highest resolution). It'll be easiest to view the current pictures without an SD card in place.
To view the pictures, press the playback button (above and to the left of the 4-way arrow buttons) on the back of the camera. Use the left/right buttons in that 4-way area to navigate through the pictures. (You'll start at the last photo.) If you want to start the camera in playback mode, just press and hold the playback button while you turn on the camera.
To delete the picture that you are looking at, press the green/trash button to the right of the Menu button. Then press the up/down arrows to reach Delete and click OK (in the center of the 4-way buttons). (See Page 100 (page 102) of the manual.)
If you press the green button twice, you'll get a prompt to Delete all. That is similarly navigated with the up/down arrows and then OK.
Ricoh owns the Pentax Optio Line and has the manuals here: http://www.us.ricoh-imaging.com/support/download-details/356
. (You'll need Adobe Reader to access the program.) The user manual is the second link.
I hope this helps.