Shortcuts only ...

hey everyone,
I am having a problem with my pendrive, bought a Kingston pendrive a month or so to copy files from my computer class to my personal laptop, the class PC is running windows 7 or my laptop is windows 10, the problem ; every time I copy files and PowerPoints to the pendrive, I remove it to plug it on my laptop after coping the files,I found on my laptop shortcuts and only shortcuts, I tried to change the properties but nothing work, I tried to open the shortcuts but I tells me "shortcut not found" and then the computer delete them automatically ... so what can I do to fix this problem as fast as possible.
PS: I tried with other pendrives and even CDs but the same every time

sorry for bad English, thank you.