Will a person be held accountable for having files displeasing to Allah (such as songs) on his personal device, placed there by his elder brother? And is it obligatory to remove them?

You must change this evil by deleting the forbidden files from your device, because you are capable of doing so; otherwise, you will become a partner in sin, as Allah Almighty says: "And cooperate in righteousness and piety, but do not cooperate in sin and aggression." You must also love for your brother what you love for yourself, invite him to goodness gently, explain to him the harm of these files, accompany him to gatherings of knowledge and goodness, and pray for his guidance. You can also seek the help of experts to remove these files.