Although I do not get the impression that you are actually doing this on your own computer, I feel obliged to give a warning just incase yourself or others decide to do such a thing. Messing around with and deleting files in the System32 folder can have serious implications; the computer can be rendered inoperable and a format will be necessary.
As for researching file names, I would personally say that in the early stages, Google is your best friend. Typing in the whole path and filename will generally give you reliable results as to whether it is legitimate and necessary or malware-related. It was certainly a great help to me when I began my HijackThis training. Over time however, you learn to understand which are the common (legit) files on a computer, and any that you do not recognise starts to ring bells and you investigate further. Whilst it is not always the case, and infact some harmless files do this as well, a tell-tale sign of a malware file is a long string of random letters and numbers. Something like C:\WINDOWS\System32\H7jkI00mLGyAnn98.exe
is going to be malware 99% of the time.
if you are interested in learning more about malware detection and removal, we do offer a HijackThis training programme here at BleepingComputer, but as far as I know we are not accepting applicants at the moment. Obviously this is extremely popular, and with only a limited number of mentors, if we accepted too many people we would be completely snowed under. Malware Removal Training Programme
Finally, whilst malware does often hide in the System32 folder; people are rightfully scared to poke around there in the fear of removing a legitimate file, so the malware's chances of survval remain higher, this is not necessarily the case. There are many other locations in which a malicious file can hide, but you are correct in stating that System32 is probably the most common, but essentailly this varies with each infection.
I hope this helps you and clears up things a little.