It's almost certain that the virus or trojans did this to your external 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.
Fix Step 2: Download an anti-virus program to kill the virus
Malwarebytes Free edition usually works good to clean the kind of virus.
See more from this article
fix folders become shortcuts (especially if the first 2 steps won't help).