I'm running Windows 10 Pro, and it's not on my system. If your antivirus and MalwareBytes can't find & remove it, I'd try renaming it if it will let you. If none of the above works, I'd boot a Linux disc and do the rename. You can download Linux Mint from here:
http://www.linuxmint.com/download.php
`
Good luck.
Do I need gwxwebwindows.exe now I have windows 10 installed and if not what is the best way to I delete it?

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic