Pendrive shows only shortcuts

If you did not format your flash drive, then check whether the files are not in hidden mode. Follow the following steps. 

Step 1: 

Click on the below link and download the file "AutorunExterminator" 

http://ccm.net/download/download-11613-autorun-exterminator 

Extract it --> Double-click on "AutorunExterminator" --> Plug your pendrive now. 
This will remove the autorun.inf files from your pendrive and also from drives. 

Step 2: 

Click on "Start" -->Run --> type cmd and click on OK. 
Here I assume your pen drive letter as G: 
Enter this command. 

attrib -h -r -s /s /d g:\*.* 

You can copy the above command --> Right-click in the Command Prompt and paste it.

Note : Don't forget to replace the letter g with your pen drive letter.
Now press "Enter".
Now check for your files in Pen Drive. 

Step 3: 

After that, download the Malwarebytes' Anti-Malware from the below link 

http://ccm.net/download/download-105-malwarebytes-anti-malware 

Update it --> Perform "Full Scan" 
Note : Default selected option is "Quick Scan". 
Good Luck.