Are you logged in as the same user you originally copied the files to the TC?
When you say you copied them to the data folder.. that is not inside the sparsebundle?? People sometimes make the mistake and once you copy the files inside the sparsebundle you cannot delete them.
This question pops up fairly regularly.
The issue is often the files are locked.. the permission problem is wrong.
See https://discussions.apple.com/thread/5216017?answerId=22663553022#22663553022
https://discussions.apple.com/thread/5086489
Unfortunately this is where the design of the TC as a backup location and not a NAS shines through. It is often better to simply erase the TC and start over.. having copied the info you want to retain.
Do not copy files directly to the TC .. use an image because it is easier to control.
See Q3 here. http://pondini.org/TM/Time_Capsule.html
wiping from windows is strangely one of the other ways around the problem of deleting though.. I have both recovered files and deleted files by using this windows trick.
https://discussions.apple.com/thread/4527264?answerId=20362606022#20362606022