Have you tried to click these shortcuts?
Your computer might be attacked by some virus. Nowadays, there are some viruses that would hide your needed files and bring some related shortcuts. That’s why one cannot find his data. Therefore, in this case, I think you could try two ways:
1). Run antivirus scan on this computer.
Since this problem may be caused by virus. Therefore, the first thing you should do is to remove any possible virus. Take care not to delete or separate any needed files after running the antivirus scan on your computer. You should always be careful about your data.
Note: If these files cannot show up themselves, you could try these steps to unhidden them: Start > Run > Type in "control folders" > View > “Show hidden files and folders”
2). Restore your needed data with data recovery program.
But, if this is not caused by virus infection, your drive may got damaged anyhow. Try to get back your data by using data recovery software. Just search a free one over the internet:
http://geeksdo.com/freeware/data-recovery.html
Note: Stop using this drive in case that your original data is overwritten by anything new.
Learn to back up all your important data all the time.