Hi Max,
You should be able to delete the demo by dragging it to the recycle bin like you described. Make sure you quit the demo completely and close any folders or documents (a txt file maybe?) that might be open. If your computer mistakenly believes part of X-Plane is in use when it's not, try using ctrl + shift + escape to bring up the task manager. You can scroll through the list of applications to see if X-Plane didn't shut down properly and "End Task" to quit it.