The blue file names normally indicated that the files are compressed.
The folders within the C:\Windows\ folder which start with $NTUninstall are the uninstall files for all the service packs and hot fixes which you have installed over the years. Provided you don’t planning on uninstalling them you can go ahead and delete them. It’s usually save to delete them after a month or so after installing.
When the C drive is running out of space they are usually the first thing that people delete.