I’m going to remove Windows completely from my hard disk, after removing installation partition and Microsoft Reserved partition, there are some Windows files in ESP partition, which files and folders are Windows created? What else Windows installation files are left in my disk, bios?
Just remove the /EFI/Microsoft folder. Windows won’t be shown in the boot menu anymore.
It depends on the exact firmware implementation. Some may remove (hide) boot entries with missing executables, some do not care at all.
Also may want to remove the UEFI entry in the BIOS the clean up is NOT auto Magic
Files in /boot/efi/Boot/ and its subfolders are created some years ago, should them also be deleted?
If you no longer use the associated OS’s yes remove. Removing an OS does not clean up any of the UEFI stuff if you cycle trough lots of OS’s this UEFI stuff will accumulate. 
Are all files in /boot/efi/Boot/ associated with Windows OS?
Only files belonging to OS’s you are not using If you us a OS don’t remove it’s UEFI stuff
Before I clean-install an OS, I wipe out my NVMe with this from a Linux LiveUSB, and also wipe out any EFI vars associated with the old OS’s boot:
sudo blkdiscard --force --verbose '/dev/nvme0n1' && sync && sudo nvme format '/dev/nvme0' --force --namespace-id='1' --lbaf='1' --reset --ses='1' --pil='0' --pi='0' --ms='0' && sudo rm -f '/sys/firmware/efi/efivars/'* || sync
This for just EFI vars:
sudo rm -f '/sys/firmware/efi/efivars/'*
And for good-measure, I reset CMOS with a 30sec power button hold (Dell’s non-volatile memory procedure on laptops). Not a chance of anything from the old OS remaining 
I never had a problem with wiping EFI vars like that on dozens of desktops/laptops/Macs but remember there being something years ago about Linux bricking EFIs leading to the EFI lockdown variable. Safe disclaimer: Try at your own risk
Stop giving advice about things you do not understand. Doing it was known to brick systems.
Did I not leave enough of a disclaimer? I thought it was informative enough.
I don’t know which one is associated with Windows OS. Some files inside /boot/efi/ like bootmgr.efi, bootmgfw.efi, created several yeas ago, it is obvious not created by openSUSE 15.5, can I remove them?