The user was getting "Last error [ 58008 ] Error deleting a folder. Folder has subfolders. A folder that is a parent to other folders cannot be removed".
This user was not a member of the Administrator group.
Had user to ProjectWise Administrator - Users - user's account - Properties and then go to Settings - General and de-select the "Use access control". This allowed the user to see a subfolder containing documents underneath the folder he wanted to delete. After deleting the documents he could then delete the sub folder and the parent folder.