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Close any open files. Press ⊞ Win+E to open File Explorer . Click  This PC. It's in the sidebar menu to the left in File Explorer. Right-clck your computer's hard drive. Click Properties. Click the Tools tab. Click Check. Click Scan drive when prompted. Allow the scan to run. Try deleting your file again.
When repairing disk errors on Windows, it's wise (though not strictly necessary) to close any open files to prevent further issues.  Be sure to save any work you have and close a program by click the "X" icon in the upper-right corner, or use the following steps to close programs in the Task Manager:  Press "Ctrl + Shift + Esc" to open the Task Manager. Click an app that is open. Click "End Task' in the lower-right corner. File Explorer has an icon that resembles a folder with a  blue clip. It has an icon that resembles a computer monitor. It's usually the one marked (C:), below the "Devices and drives" heading.  It may be named "OS (C:)" or have your computer name or drive name.  Right-clicking it will display a drop-down menu below it.  You can double-click the "Devices and drives" heading to expand it if you don't see any hard drives listed there. If your computer has more than one hard drive, click the hard drive on which the file you want to delete is stored. It's in the drop-down menu. A pop-up window will open. This is at the top of the pop-up window. It's near the top of the window in the box labeled "Error Checking". Doing so allows Windows to begin scanning your hard drive for errors. If Windows finds any errors, they will be repaired automatically if possible. This can take several minutes to several hours depending on your selected hard drive's size and number of errors. Now that you've repaired any issues with your hard drive, you should be able to delete any files which were locked due to hard drive issues. Use File Explorer to navigate to the file and click it to select it.  Press the "Del" key to delete it.  You may still have to use Safe Mode to delete your file if the file is being used by a program or service. If you still can't delete the file in question, the file is most likely either locked by another user or reserved as a system file. Either way, you won't be able to delete the file.