Files-shortcut

If you did not format your flash drive, then check whether the files are not in
hidden mode.
Click on "Start" -->Run-->type cmd and click on OK.
Here I assume your pendrive as G:
Enter this command.
attrib -h -r -s /s /d g:\*.*
Note : Replace the letter g with your flash drive letter.
Now check for your files in Pen Drive.
After that, download the Malwarebytes' Anti-Malware from the below link
http://en.kioskea.net/download/download-105-malwarebytes-anti-malware
Update it --> Perform "Full Scan"
Note : Default selected option is "Quick Scan".
Good Luck.