I've got the same issue. But it is not on C: drive, it's actually on G: drive that is a separate internal HDD, and I've got file folders like that... Each contains the same stuff, size is about 35MB, but size is not really a problem as it's a 2TB HDD. The problem is that it shows up in a middle of my other folders that took many years of putting together a naming them to create a system where I can save time when scrolling through the folders. Now I have to scroll through these folders through that makes no sense. If these are temporary files, then why cannot windows put them somewhere where I cannot see them...
Anyway, I've downloaded that recommended software, UNLOCKER (see the link from patcooke; thanks!!!), and managed to move all these into a new folder that resides at the bottom of the rest... In this way, if it turns out that these were some important files (I doubt it) then I can always move them back to the root of G:/ where they originally resided.