“tmp” files?

Good Morning,

I have been trying to back up my files (I periodically download all my sites to a hard drive). On two of my blogs I’m finding files in the cache/options folder that will not allow me to download, change permissions or even delete them.
They have names such as:
tmpFNFWfs
tmpUxxvMu
tmpwuOYOi

What are they and are they harmful? Can I delete them (or get my hosting company to go in an delete them)?

Thanks.