Try replacing the '%' sign with it's ASCII code like
code:
if exist('c:\'+chr(37)+'WINDIR'+chr(37))
  del 'c:\'+chr(37)+'WINDIR'+chr(37)
endif
Alternatively, temporarily point the environment variable %WINDIR% to the real folder C:\%WINDIR%, delete the folder and the repoint %WINDIR% to the correct Windows directory.

However, the question is, why has the folder been created in the first place?
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There are two types of vessels, submarines and targets.