There are two possibilities here:
- The file has some file permissions that prevent removing. Check the files permissions in the properties dialog
- More likely the file is in use. If it is in use by a running process it can’t be removed or overwritten
Again if it is in use there might be several reasons.
- The file is in use by a running picard.exe. check the task manager and make sure no picard.exe is running. If it is close it. Then remove all files left after the uninstall in C:\Program Files\MusicBrainz Picard\
- The file is in use by another application. If you have e.g. put C:\Program Files\MusicBrainz Picard\ into you %PATH% variable it is well possible that an unrelated application also using this DLL loads it from the Picard install directory instead.
In both cases you might also solve it by simply rebooting your PC. Afterwards again remove C:\Program Files\MusicBrainz Picard\ and try the install again.