There are quite a few threads on this already; here's the short explanation.
Edge is still a work in progress and so IE is included with Windows 10 as well.
(and for legacy reasons, some 3rd party software needs IE to be present).
There is no desktop icon for IE as standard in Win10, if you want one you have to browse to iexplore.exe and make a desktop shortcut for it.
Edge and IE use some of the same files, and so do other Windows applications, File Explorer for example..
So even if you have not used Edge or IE these database and temporary files may be open, and need to be closed before they can be cleaned.
Just click yes on the popup, or tick the box to tell it not to show again.
Even then you may find that often CCleaner says it has 'skipped' Edge/IE files during cleaning.
This is because, as stated above, Edge is still a WIP and so is a moving target for the developers of Ccleaner (and other programmes).
Just when they sort out what to do to clean it properly, Microsoft changes it again and its back to square one.
nukecad
I wondered if the appearance of the window after clicking 'Run Cleaner' was connected in some way to the upgrade.
I thank you for your immediate response and taking the trouble to explain so clearly. I am reassured.