How To Trash Copies of Desktop File

I used Time Machine to bring back copies of files that I removed inadvertently when cleaning up my Google Drive. The "desktop" file that had all of my original (deleted desktop files) was placed on the desktop of my iMac. I thought I would be able to get the files from it and then delete it, but I can't, and in my inexperience have now made two more files that are sitting on my desktop that cannot be deleted.

When I try to move them to the trash, I get this message. The operation can’t be completed because “Desk 2” needs to be downloaded. I don't understand why it's saying it needs to be downloaded. If I download it in whatever manner, can it then be removed? I want to remove Desk 2, Desktop copy, and figure out what to do with the one that says Desktop even though it's on my Desktop.

I'm not sure if this is an issue between my iCloud and what is being backed up on my external drive. Maybe I'm trying to get rid of something that still needs to do a process of some sort!