Deleting anything from the calibre library directory via Windows Explorer is definitely a bad idea. Even navigating to the calibre directory via Windows Explorer can cause file structure inconsistencies with the calibre database (whereby Windows automatically creates thumb.db thumbnail files for example).
I recommend reading up on the "library maintenance" | "check library" features in calibre. You don't want to see any errors there. Make a backup of your calibre library directory first if you are concerned about comprising your data before performing the library maintenance. Then allow calibre to deal with your
carte blanche concerns...
I had a bunch of inconsistencies myself when I first ran library maintenance and I can affirm that it's a pretty straight forward operation. I figured it out intuitively and I'm fairly certain you can do the same...
See the "Maintaining" section in this helpful guide:
https://www.mobileread.com/forums/showpost.php?p=2156678
Good luck!