When you can't delete (or move, or modify, but usually delete) a file in Windows, it's usually because some application has a lock on it. That's good, because it stops people from pulling the rug out from under running programs, but it's bad, because many processes maintain locks on files that they don't actually need any more.
Windows is not helpful about this problem - all it does is say the file or folder "is being used by another person or program", and suggest you close "any programs that might be using the file."
WhoLockMe lets you instantly see what processes have a grip on any file or directory. And yes, it's smart enough that you can ask who's locked a folder and it'll tell you, even though technically it's a file inside that folder that's locked.
You can even kill the listed processes, right from the WhoLockMe window.
Often, of course, WhoLockMe tells you that it's Explorer that has a lock (or two locks, or eighteen locks) on the file. That situation is unlikely to be resolvable without rebooting, or killing explorer.exe. Windows automatically restarts Explorer when you do that (you can make your computer much angrier than that if you try), but you lose all of your open folder windows and various System Tray stuff.
But it's still nice to know.