It's almost certain that the virus or trojans did this to your drive as I met this kind of problem before. but never mind you can follow this way to get rid of it.
Step 1: Check if the files or folders are in hidden mode.
click on "Start" -->Run --> type ‘cmd’ and click OK.
Then enter this command.
attrib -h -r -s /s /d f:\*.*
You can copy the above command --> Right-click in the Command Prompt and paste it (note: I assume your drive letter as F).
Fix Step 2: Download an anti-virus program to kill the virus.
Learn more from: How to Fix File Folders Become Shortcuts and Recover Data