How are you trying to move the file?
If you're dragging and dropping in Windows Explorer, the file is "moved" if the destination is on the same drive as the source, but "copied" (leaving the original file in place) if the destination is on a different drive. To "move" from one drive to another, hold down the Shift key as you drag the file.
If you're using "Ctrl+C" to copy and "Ctrl+V" to paste, or right-click menus to do the same thing, then the original file will always be left in place. To "move" the file instead of copying it, use "Ctrl+X" to "cut" the file (or select "Cut" from the right-click menu) and then "Ctrl+V" to paste it into the target folder.