Deleting files from Windows Explorer is usually very easy. Select your target, tap “Del”, click the “Yes, I really mean it” button and the object disappears forever. (Or is sent to the Recycle Bin, anyway.)
Sometimes you’ll get an “in use” error, though, usually because the file is locked by Windows or the system. It’s best to find out why – the file could be important – but if all else fails, a specialist tool like Unlocker can help you to delete it anyway.