WD Passport how to delete specific files

OF COURSE, that's the first thing I tried. AND there is no 'delete' option when I right click. There is no 'edit' option either, very frustrating.
When I started moving things to the passport, I didn't know what I was doing and inadvertently opened three files with the same name, confusing when I want to back up to that file.
 
Are these regular files? How did you copy them there?

What happens when you hit Delete on the keyboard, any error messages? What options do you see when you right-click? If you create a new file right on the drive (don't copy from your PC), do you see the right menu options?
 
I didn't 'copy' them, I just moved them over.
Right click and 'delete' is grayed out.
I'm not computer savvy, but get along. I just gave up. The stinking files can stay there and I'll just ignore them and hope the back up gets in the right file.
 
I believe I just did it and it was so simple. I went to back up and simply nclicked Movies (admittedly I didn't need to remove specific files) and they disappeared from My Passport immeidately