Anyway you will be able to recover your wallet with seed anytime, so it's more important to keep safe on multiple places. If you really want to delete wallet file permanently then you may go as below since you are using windows.
* Show hidden files
* Go to \Users\YourUserName\AppData\Roaming\Electrum (or %APPDATA%\Electrum)
Likely you will able to delete from above.
Share my experience. I use Windows 8.1. The First if you want to use the address again, Saved your Seeds , if you don't use again just delete it. Directly to Control Panel-Programs and Features - Right-click the Electrum-Uninstall Application.
* Show hidden files
* Go to \ Users \ YourUserName \ AppData \ Roaming \ Electrum (or% APPDATA% \ Electrum)
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For folder Cannot be deleted immediately . Must restart computer.