If its not on your C: Drive, then it is unlikely that windows needs it, Not all .bat files are system files. Locate the file and open (Edit) it with a text editor (notepad or similar) and have a look at its contents. As it is a .bat file, it will be in plain english, you can see what files it would run if it were run.
You should then be able to make a decision to delete it or not.