How to remove threat that antivirus program indicates has to be manually deleted?

The fact that it's in /Volumes raises the possibility that it's in a mounted disk image, which might have to be unmounted rather than deleted. Use the command diskutil list to see if that's the case. If it shows up as a mounted volume, use diskutil unmount /Volumes/SearchOffers. Then delete whatever .dmg file it was mounted from.

If it's not a mounted volume, just do this:

sudo rm -rf /Volumes/SearchOffers

NOTE: sudo rm -rf… is a very dangerous command. Be careful to get the path exactly right. If you accidentally put a space in the path in the wrong place, it could start trying to wipe your entire system.