A file called "com_forum.zip" is not part of a phpBB installation, so it may be part of another package - be careful about trying to delete it. :) Usually when you get a permission denied message, it means that the file is not "owned" by you. On shared Linux/Unix hosting that often means that the file is owned by "root" (the server administrator) or another user.
If you want to delete the file anyway, you will need to contact your hosting company.
Sounds like a compressed version of the software files or perhaps a backup of some kind. It may have been placed there by the system. If you are on a shared hosting setup, you may have to submit a trouble ticket to remove the file. As encyclo suggests, be cautious in removing something which you didn't put there yourself.