The msdia80.dll is a system file in Visual C++ and other Windows-based software applications. Microsoft Visual C++ is a commercial, integrated development environment (IDE) for C, C++, and CLI programming languages. It has tools for running and debugging various C++ code including the code for Microsoft Windows API, DirectX API, and Microsoft .NET Framework.
What is msdia80.dll and how did it get in my Root Directory?
The DLL msdia80.dll is present on your drive because you installed Microsoft Redistributable Package on your computer. If it is present on your D drive (any other drive except your system drive (C) ), it means that there are some games or application in D who installed the package on your computer. The original location for the DLL file is not supposed to be in the root directory; instead, it should be alongside all the other DLL files. The correct path is ‘C:\Program Files (x86)\Common Files\microsoft shared\VC’.
Particularly, msdia80.dll is installed on the root folder of the boot drive when you install the Visual C++ 2005 Redistributable package using the exe files ‘Vcredist_x64.exe’ or ‘Vcredist_ia64.exe’.
advice for END - It looks like a file that applications make for some reason. Either way, check to see what's inside by opening it with notepad. If it says something related to a malicious program, delete it (obviously), if it is for a "safe" program or says nothing related to a program at all, keep it.
not 100% sure about other two as searching for cookies folder on google leads in wrong directions.
how big are the other 2 files? Can you right click them and look in properties? it might show what made them