First things first...
Before you install anything to do the job, just reboot and then try to delete these files.
The file could simply be locked by a process that is not an application (i.e it has no visual components) so even after you have closed all your applications there is still a program which has a file handle open and blocks explorer from deleteing it.
If you have a cmd window open and explorer open, you can try dragging these folders into the cmd window - this (normally) prompts the cmd window to auto type the full path of this folder. You will then see the 'real' name of this folder (in quotes) and can use the above advice to remove the files in cmd using this path name.
Consider booting into safe mode and deleteing the files.
As they are zero bytes then they take up no space and you could ignore them?