How to find locked files in a folder?

If you look closely in the Finder, locked items will have a padlock in the bottom right corner. To remove all of them at once, select everything in the folder, press the Option, Command, and I keys, and clear the checkbox for it; permissions can be checked and changed from the same window.

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If the locked file(s) is/are user locked, then follow Niel's approach. If it/they are System locked, the Locked setting in the Get Info panel will be grayed out, and will require you to launch the Terminal application, enter the folder containing the locked file(s), and manually unlock them using your administrator password (which will not echo in the Terminal):

cd ~/Desktop/thisFolder
sudo /usr/bin/chflags noschg locked_filename.ext

and then Quit Terminal.

If a file is just locked, you can move it to the Trash and Empty Trash while holding down the Option key.

If you can’t even move it to the Trash, it’s a permission/access problem, not the lock.