Unable to delete empty data file

Hi there! How do I remove the file??
I created New Test Data file and didn’t get to rename it yet. I haven’t done any data binding for this file. Now I cannot open it, rename it or delete it. When I click “Open containing folder”, it goes to drive C but no specific place. How do I locate and delete this file?

Try this: How do I delete empty data file? - #6 by Dave_Evers