Usually such error occurs when any process running in background is using that file. What you can do in such cases is open Task Manager by right clicking the Taskbar and see if there is any process named "WINWORD.EXE". If its there, KILL it. Now go directly to the file you want to delete and delete it. It should work.
How to get Windows 10 now: how to download and install Windows 10 even if GWX.exe is missing