Please, do NOT delete .htaccess! This file contains information for who is allowed to access that folder, and how it is presented online! The server will most likely recreate that file whenever it is accessed certain ways. .htaccess can also be very powerful, allowing you to rewrite URL's, and change how files are parsed in that directory. (For example, you can make .html's be parsed as PHP with that file.)
The "." at the beginning of the file name is now Linux and Unix systems designate "hidden" files. Windows does not understand this, since it doesn't really use hidden files for much. Hidden files on a Linux system are usually configuration files, and this is the case for .htaccess. The file manager will most likely not show dot-files (or hidden files) because of exactly that reason: they are hidden files, as garrettroyce said above.