That "do not modify" text is usually in the name of folders which contain the macros for object you downloaded from bimcomponents.com, if I remember correctly.
If you know you don't use those objects, then you will not need this folder either so you can delete the whole folder.
What I usually do is I remove the folder and check if it results in a new message missing something from that folder. If it does I add that object back or add the folder back if needed.
Karl is probably right about having to reserve the object (or its containing folder) to be able to delete the object from the embedded library.
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