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If you mean the root-folder (named /), you have to be root to be able to create and delete files in that folder. If you haven't created it yourself you should better ask if it is save to delete it, it may be essential for the system functions.
If you are sure that you can delete it without harm start your file-manager with root permissions

Code:

gksudo nautilus

(assuming you use the standard flavor of Ubuntu)

Warning: Be very careful what you do when starting the file-manager as root. You will be able to seriously damage the installed OS. Check twice that you are knowing what you are doing and that you are doing what you intended to do!