Try plugging your phone up via USB, and depending on your phone use the notification bar to select the appropriate "USB Option" or "Mounting Option" or something similiar - to mount as USB drive.

Browse to the folder with Explorer. Hit Ctrl +H (or go to "folder and search options" under tools or "Organize" and select the View tab, then check "Show hidden files, folders, and drives")

Hopefully you'll see it then - and you can try deleting it.

Hope this helps, best of luck!

p.s. Not sure what you're up to there but, follow my instructions at your own risk.