How to release it without ending the program
VS Code has this file or folder open. Close the folder (File → Close Folder), and check whether a terminal inside it is sitting in that folder.
If that still does not work
- Close the program and delete
- Unlock and delete
- Move to Recycle Bin
- Delete after restart
Get LetGoFile and drop the file on it — it names what is holding the file, PID and all.