Thank you for posting your query on Microsoft Community. We are sorry for the inconvenience caused.
I see that you are unable to delete the ISO file which is available on the desktop.
Please answer the below question to assist you better,
1. Is this issue specific to this particular file?
2. Do you have a CD/DVD Burning program open when you try to delete the file?
Follow the below methods and check if it helps,
Method 1: I would suggest you to go into safe mode and try deleting the file.
Safe mode starts Windows with a minimal set of drivers and services. If a problem doesn't reappear when you start your PC in safe mode, you can eliminate the default settings and
basic device drivers and services as possible causes.
To enter into Safe Mode in Windows 10, follow the steps given below.
1.Restart your PC with pressing Shift key
2.Click See Advanced Repair Options.
4.Click Advanced Options.
5.Click Windows Startup Settings.
7.You then see a list where you can choose
If the issue persist then follow the below method.
Method 2: Take ownership of the file and then try deleting it.
Take the ownership of the source file or folder and try deleting the file and check if it helps to resolve the issue.
Please refer the below link on "Access Denied" or other errors when you access or work with files and folders in Windows.
For better information I would suggest you to refer Trying to delete a CD image file, get error "The action cannot be completed because the file is open in another program" replied by grivas209 on August 31 2010 in the link below,