can I just delete remove them? or should I do something else
A screenshot of the detections would help to make a decision 
Its still scanning, ill screen shot when its done
OK. This is what we want. See image below
So we can see where the file is located and what is the detection.
Added: Remember to slide the bar for " File name " to your right so that the whole path of the file shows up.
files not found are not detections…it is a scan error report
files not found errors are usually gone if you reboot and scan again