
To select all the files in this location, select See more in the top left and then Select all. Locate the folder where your files are saved, and then double-click that folders icon.
Install fuse_wait which deals with false-postive error messages caused by timeout issues when mounting NTFS volumes in Mac OS X. Locate the external drive and double-click its corresponding icon. Install NTFS-3G which is a component will work with FUSE. Install FUSE for macOS which is the magical key to allow this to all happen. This site has a good rundown which boils down to doing the following: If having improved NTFS compatibility in Mac OS X is needed, there are a few third-party tools around that can help you setup Mac OS X for NTFS reading and writing. That said, if you need cross platform (Mac OS X and Windows) readability and writability for your USB flash drive, you should consider reformatting it using FAT32 or exFAT in the Mac OS X “Disk Utility.” Should work with Windows XP as long as SP2 has been applied to it, above and Windows Vista as long as SP1 has been applied to it as well as Windows 7 and above.
So if you want to erase that file, you need to erase it on your Windows machine.
Mac OS X can only natively read NTFS file systems and cannot write to them so you cannot erase the data off of that disk in Mac OS X.
If you are originally from the Windows world, and this USB flash drive was original for Windows use but you are now on a Mac and cannot delete a file off of this USB flash drive, I’m willing to bet that the USB flash drive was formatted in NTFS.