There are a few things that could lock some file or folder after using:
- indexing service
- anti-virus software
If you do not want to reboot your system or end all the related processed first in the Task Manager to delete them, the fastest and most efficient way is to end the 'explorer.exe' process and re-open it in "File/New Task (Run...)". Then you can delete the file(s) or folder instantly.
Or you can choose to use Unlocker to solve any kind of problem like 'file/folder in use cannot be deleted', it's specially designed for this purpose.