New bike's disc brake rubbing the pads there, I just got a new motobecane bike off of bikesdirect and it comes with this disc brake

SHIMANO DISC-BRAKE SET ULTEGRA, ST-R8000, BR-R8000 FOR 25MM MNT, RESIN PAD
SHIMANO KSMMAR160DDA MOUNT FOR ROAD DISC BRAKE MOUNT 
SHIMANO ROTOR FOR DISC-BRAKE, SM-RT76, 160MM, 6-BOLT TYPE


I put the bike together and when I spin the wheels, the brake pads are certainly rubbing constantly the rotor. 

and here's a link to a video I made about the problem. 
                
            

I have tried squeezing the brake while re-tightening the bosses on the caliper (at least that's what I think it's called), the thing that's actually attached to the bike frame. 

I notice also that there is a piece of metal between the brake pads, it's very thin and is folded like a butterfly, should this piece of metal be removed? 

What else would you try to fix this?
Yes, the body of the brake that holds the pistons is called the caliper.

The thin metal is a spring that keeps the pads help up against the pistons. It should be there.

First, make sure the caliper is actually aligned properly. Try looking through the caliper to see if the pads are touching the rotor. A bright light and a sheet of white paper held behind the caliper can help you see gaps between pad and rotor. Have a look at the Park Tool video below for how to align the caliper.

If both pads are touching the rotor the caliper the pistons may have been pushed out a little too far. This happens if the lever is pulled when the wheel is out of the bike. Take the pads out and push the pistons back in using a flat head screwdriver or tire lever.

Another possibility is that the pads are so new they simply need wearing down a little. You will need to break the pads in in any case. Here's a good procedure for doing that: https://www.bikeradar.com/us/gear/article/how-to-bed-in-disc-brake-pads-31337/. Break the pads in then try re-aligning the caliper.