Sometimes these folders are created during the installation process. They can safely be deleted but occasionally this can be difficult. You might try deleting the folder from a command shell running as Admin.
This folder may be part of an update installed by Windows or a software like .NET framework which creates this folder to create a temporary access for it's extracted files used during installation.
Best is to set it as "Hidden" and leave it alone.
If you really want to delete it, then I leave the after-effects for you to ponder on, but you can install and use the software "Unlocker" (Google it to get the download link as well) and proceed with deleting the folder (you can use youtube here to see how to use it properly).
In my experience, Microsoft has a poor record of cleaning up after itself when installing updates. I have never run into a problem deleting these leftover folders. Leaving them present but hidden just clutters things up.