The DLL is for the shell integration of UltraEdit in Windows Explorer (an option during install). Once you have started Windows Explorer the DLL is loaded by Windows and then you can't delete it because Windows does not allow the deletion of a DLL in use. Closing the Windows Explorer does not help because shell integration DLLs are still in use by Windows until next start of Windows.

The uninstall routine (hopefully, not tested by me) knows that and registers the DLL to be deleted by Windows on next start of Windows before the Windows GUI is loaded. You know that procedure because this always also happens when you install security updates of Windows where you are forced to reboot Windows. You have to reboot Windows because Windows needs to replace or delete files currently in use.

So first check with Regedit if following registry keys exist and delete it, if they are still present:

HKEY_LOCAL_MACHINE\Software\Classes\*\shellex\ContextMenuHandlers\UltraEdit-32

HKEY_LOCAL_MACHINE\Software\Classes\CLSID\{b5eedee0-c06e-11cf-8c56-444553540000}

Then reboot your Windows and you should be able to delete the file after restart.

I'm wondering about the name of the file. It should be ue32ctmn.dll without .tmp.

However, if nothing helps, you can use the MoveEx tool. The author Frank P. Westlake has improved the tool which is also available with a small readme from Alexander Frink at Uni Mainz. But the version from Frank Westlake is better.