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toomuchreading - What OS are you using, I'll assume Windows. I've not had this in calibre, but I don't normally add books from archives, but in other programs yes.
I just did a test with multiple books in a zip, after the add was finished I was able to delete the zip in my file manager. Did a repeat with a rar, same result. Repeated the experiment with Windows Explorer as the 'file manager', first time I was using xplorer˛. Didn't do anything special - did the add, waited for it to finish, switch to file manager, hit DEL key on zip/rar and it was gone.
Are you running a non standard file manager (Total Commander, XYplorer...), if so try closing it and use Windows/File Explorer to do the delete.
Otherwise try installing one of the File Unlock utilities, they will tell you whats holding the lock. My favourite is this one ==>>
Unlocker 1.9.2
BR