All the folder in my Drive become shortcut

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.