I finally figured out how to delete files using a ftp client.
Log in as usual using the ftp client on your computer.
Navigate under 'remote site' over to file you can not delete.
Click on this file and rename it as something using English letters only,
with out any spaces, characters, and so on. Use only English A-Z letters.
Attach .txt to the end to make file more accessible.
I used filezilla because it is a free program.

I kept trying to find something ftp within cPanel before. 

I do recommend that cPanel adds foriegn language support such that foriegn language files can be deleted and accessed like all the other files, even when file name is a mix between 2 languages. And accessed, without having to use a ftp client. In my case, I accidentally mixed Russian and English in the file name 'UcanDeleteBelowfile'. I had 2 Russian characters before the U.  LOL