Check whether files are not in hidden mode.
Click on "Start" --> In search box, type cmd and press "Enter".
"Command Prompt" will be opened.
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
Note : Don't forget to replace the letter g with your pen drive letter.
Now press "Enter".
Now check for your files in your pen drive.