icloud drive cannot delete folder

See this article Delete files and folders on Mac - Apple Support

Delete an item from your Mac or iCloud Drive

On your Mac, drag the item to the Trash in the Dock or select the item, then press Command-Delete. If an item is locked, click Continue to confirm you want to move the locked item to the Trash.

If an item is locked, you need to confirm you want to move it to the Trash, or unlock the item before putting it in the Trash. To unlock the item first, select it, choose File > Get Info (or press Command-I), then deselect the Locked tickbox. If you are not logged in as an administrator, you may need to click the lock icon , then enter an administrator name and password.