Cann't delete the CSV file after imported by Feeds module
The "file still in use and cannot be deleted" means Drupal's still managing the file, so don't remove it via FTP because that basically bypasses Drupal and could cause other issues related to Drupal expecting a file to be somewhere and it's suddenly not there. So I'd recommend finding a solution that involves working via the UI and not directly on the file system.

Is the file attached as a field to an item of content somewhere? That would result in "file still in use". If so, delete the item of content, clear cache a few times and check again.