sudo stands for super user do, you can find more about it by using
man sudo in the Terminal. The crux is that you can perform a command temporarily as root meaning you have complete privileges - when you are asked for your password in applications to do certain actions (eg. installing) it's the GUI equivalent of using sudo.
Your Trash for your startup drive can be found at
~/.Trash/, whereas for external hard drives it can be found at
/Volumes/NAME_OF_EXTERNAL/.Trashes/USER_ID/ where USER_ID is your user id.
You have a couple options to delete the file: If you hold Option when you empty the Trash you can force empty the trash that will delete locked files like yours.
Alternatively you can use the Terminal to run the
rm command (stands for remove). The
rm command will delete the file (No trash, it's just gone so be careful using it). So for example
rm -rf ~/.Trash/* will erase every file in your trash. If you ran
sudo rm -rf ~/.Trash/* it would do it with superuser privileges.
The flags in the
rm command stand for recursively (
-r) and force (
-f). You can find more about
rm by running