Hi,
From your issue description, I understand that You are not able to delete thumbs.db. Please let me know if you are not facing this issue.
Thumbs.db is created when using thumbnail preview. I would suggest you to try the following steps.
a. Press Windows + C and Type Control Panel
b. Click "Appearance and Personalization"
c. Click "Folder Options"
d. Open the "View" tab
e. Uncheck "Display file icon on thumbnails"
f. Click OK, and exit control panel. You should now be able to delete the folder and the thumbs.db file.
Hope this information is helpful and do let us know if you need further assistance with Windows in future. We will be glad to assist.