Do I Remove The CSS Files?

Sorry? Are you talking about a plugin or a theme?
Always include as much information as possible

One is a plugin and another is from the cache file.

I strongly recommend that you leave those files alone.

I was testing out the page load speed and the remarks say there are 3 external CSS files found and advised to combine them as one file.

In fact the first file is actually a combined file. It already has the CSS code of other two files.