How to recover data from pen drive it shows all folders as shortcuts

TestDisk, Data Recovery
TestDisk is powerful free data recovery software! It was primarily designed to help recover lost partitions and/or make non-booting disks bootable again when these symptoms are caused by faulty software, certain types of viruses or human error (such as accidentally deleting a Partition Table). Partition table recovery using TestDisk is really easy.

TestDisk Step By Step to recover lost partitions and repair damaged FAT/NTFS boot sector
Recover deleted files from NTFS partition

NOTE If seeked lost file are still missing, give PhotoRec a try. PhotoRec is a signature based file recovery utility and may be able to recover your data where other methods failed.

PhotoRec is file data recovery software designed to recover lost files including video, documents and archives from hard disks, CD-ROMs, and lost pictures (thus the Photo Recovery name) from digital camera memory. PhotoRec ignores the file system and goes after the underlying data, so it will still work even if your media's file system has been severely damaged or reformatted.