how to delete the file which is open in bcp.exe
The easiest way is to restart the machine however that can't be recommended since it is a server and not PC. I would suggest to find the process in the task manager in the process tab and look for anything starting with or similar to BCP and you can do "End Process" or if that doesn't work then "End Process Tree". Once you killed this process, file would be released and will be ready for any I/O operation.

Please let us know in case this helps.