Cannot delete .crdownload files
After a downloading has finished, it should be deleted auto but sometimes Desktop (or Nemo, Nautilus etc.) need a refresh (F5), then it will disappear.
You may have experienced some kind of graphics glitch. Press the F5 key to refresh the icons on the desktop screen.
Another thing to check is to go to Systems Settings -> Appearance -> Look tab and change the desktop wallpaper picture back and forth or the .crdownload files may be gone the next time that you reboot the computer.
To change the wallpaper in 18.04 go to Settings -> Background -> Wallpapers tab -> click a background image to select it -> press the Select button.
To change the wallpaper in 20.04 go to Settings -> Background -> click a background image to select it.