understanding the automatic file options

Users\STEVEN~1.HARR\AppData\Local\Temp\$W|A$AquiredCGSTempImage.jpg

The above file is not recognized by the system, and has been stored in the (RECENT FILES)

I've already tried to go into DOS and delete this file listing....that doesn't exist???....however, when I attempt this action, the system warns me this file has sub-sequential files attached.

Of which in Windows 10 is pretty normal...