Hello! I can help you with your issue. The reason why you cannot delete the files is because they are currently in use by the setup program. To delete them, you will need to close the AVG VPN setup program that is currently running.
To do this, you can follow these steps:
1. Press Ctrl+Shift+Esc to open the Task Manager.
2. In the Task Manager, find the AVG VPN setup program(s) in the list of running processes.
3. Select the program(s) and click on the "End task" button.
4. Once the setup program(s) have been closed, you should be able to delete the files.
If you are still unable to delete the files, try restarting your computer and then try deleting them again.
I hope this helps! Let me know if you have any further questions or concerns.