This is a very common mistake. The reason you've hit this is that grub relies on having some configuration files stored on a file system that it can access. When grub is installed in legacy mode (to the MBR) that instillation includes a reference to the partition containing the config files.
It's most common that these grub configuration files are stored on your Linux partition and NOT a partition reserved only for grub's use. When you trashed your Linux partition you also wiped out grub's configuration.
To get back to a working system you have two options:
1) Reinstall the Windows boot-loader
This will remove grub altogether.
@Biswapriyo as suggested that you boot with Windows bootable media and run:
bcdboot C:\Windows. – Biswapriyo
As unix.stackexchange.com is not a Windows QA site, I'd forward further questions on how to do this to superuser.com
2) Fix grub
If you want to keep grub then you could re-install Linux OR you could use a Linux live CD to manually fix the problem. Installing Linux seems the larger option, but it does everything for you.
When you do, make sure that you create a small partition mounted to
/boot/grub. You can use the command
update-grub to populate
grub-install will re-configure grub to use your new partition.
After that you can destroy your Linux partition (if you re-installed linux) as long as you don't remove your grub config partition.