When you delete a file, Windows just moves it to the trash bin (recycle bin). When you empty the bin, the file is deleted. But "deleted" for Windows just means the first byte is changed to a value that tells the computer "nothing to see here, move along." The rest of the file (everything except the first byte) is still on the disk.
If you use the computer long enough, the space taken up by the remnants of that file will eventually be overwritten. But until then, someone can recover part or all of the original file, even though it's been deleted and emptied from the recycle bin.
To truly delete a file, you have to overwrite all the space it's occupying on disk (*SSDs are an exception - see below). There are a bunch of tools which...