Hi Mike,
Before deleting the document, you must discard the check out first. As a site or library administrator you can use the Override Check Out permission which enables check in of a document or discard check out of a document by another user. For this select the document, click the ellipses on the ribbon and select Discard check out.
Once you have discarded the check out, you can go ahead and delete the document.
For reference: Top questions about check out, check in, and versions
Thanks,
Neha