If these are files were downloaded from or e-
mail, they may be in a subfolder of your Internet temporary files. The
folder
name will start with OLK and there will be a number after OLK. The easiest
way to find this folder it is to search for OLK* and once found open it and
see if the
files are there.
Click on Start and Search and then
All files and folders
More advanced options
Search system folders
Search hidden files and folders
Search subfolders
In the top textbox "All or part..." type in exactly this
OLK*
and click search
This search will take a while but should return all
folders starting with
OLK.
Open the folders, change the view to Thumbnails and see
if the unwanted
files are there. If so, just select them and delete. They
will go to your Recycle bin, delete them from there also. Or, hold the Shift
key down when you delete them in order to prevent them from going into your
Recycle bin.

idea about each and

where located and see

You can always delete thumbs.db with no consequences.

In any event, when you delete a file it goes to the Recycle bin. If
everything is working (as it should) after you delete the file you can go to
the Recycle bin and delete it from there also, if not, just click on it and
then Restore.