Unable to delete files & folders from my USB drive
Your USB drive is formatted with NTFS file system. By default, macOS can only read a drive formatted with NTFS file system. It does not include drivers to write to NTFS filesystem.

To delete (technically writing, i.e. making changes) the files and folders on NTFS formatted drive, you'll need drivers for NTFS to be installed on your Mac.

If you wish to remove all the contents of the USB drive and use it on computers running macOS, Windows and any Linux distribution, it is recommended to format it with ExFAT or MS-DOS (FAT) file system by using Disk Utility app.