HMRC Basic PAYE Tools is stuck on my desktop!

I have a MacBook Pro, running Sonoma 14.2.1 and made the mistake of downloading HMRC BPT.

It is now stuck on my desktop - I can't move it to the bin as it says 'the operation can't be completed as it needs to be downloaded'.

When I open it, it opens on safari.

I don't need the app as I installed on a windows machine, but I'm now stuck with it.

How do I delete it from my Mac? I can't even move it off the desktop....