I assume the file was open. Reboot the PC and rescan. It is a tmp file so do a windows disk cleanup it can delete temp files easily..
The file will be in C:\Users\<username>\AppData\Local\Temp
There are two reports elsewhere (France and Germany) of this file turning up in lists of files generated by malware-scanning tools but there's no indication there that it's a malicious file.
As Tony said above, a disk clean-up utility should get rid of it. If you have any doubts run a McAfee scan and then run Malwarebytes.
IT WORKED. Rebooted, ran McAfee again and it was gone. THANKS!!!!!
No problem Glad you OK now