I do not have the project delete option for a folder and its files

Before we had a NuGet to install our DLLs and so on. Well, now we no longer use NuGet. It turns out that I downloaded from the repository a project to fix a bug, it asks NuGet.exe. As I do not need it, I was remove from the project and when I right click for this folder or its files inside, I do not have this option, just delete. But delete will stick, will continue to request the file. How do I remove the project in this situation? I'm waiting.