There could be several reasons for this issue. It could be due to the file being in use by a program or process, the pendrive being write-protected, or the file system being corrupted.
You can check by looking for a physical lock switch on the pendrive. If there is one, make sure it is in the unlocked position. If not, you can also check the properties of the pendrive on your computer to see if it is write-protected.
You can try closing the program and then deleting the file again. If that doesn't work, you may need to end the program's process in the task manager before attempting to delete the file.
You can try using a disk repair tool or formatting the pendrive. However, keep in mind that formatting will erase all data on the pendrive, so make sure to back up any important files before proceeding.
If all else fails, you can try using a different computer or a command prompt to delete the file. You can also try using a file shredder program, which can permanently delete the file from the pendrive.