No virus detector is perfect. Companies do their best to identify harmful programs, and have thousands of virus definitions in their database, but it doesnt mean it will find everyone. Using several will highly increase your chances of being sure you are protected.
Yes, some online scanners dont delete the files that are 'infected', obviously because they want you to buy their product. This is easily avoided by simply deleting the file. If you are unsure, especially if the file is located in the windows directory, be sure to check the file name online and see what it links to. Sometimes there are special individual virus removal tools you can download for free just by searching google with the virus name. Nob32 has a small list.