I am not sure if they are actual folders or shortcuts but as I said, they are so wired, when I tried to delete them, they just appear again in no time, none of them can be opened or redirected to any actual folders.... they just appear on the desktop...
when I restart the PC, they're all gone, but I still wish to know if it's infected
When mystery files appear: A quick and dirty trick I like to use is performance monitor (Available from task manager)
I go to the disk page, and look for reads/writes to folders & files and see what process it's attached to. (Right click "Go to process" ) I then examine the file in question with google searches and anti viruses.
Next comes Malwarebytes.
Unfortunately it could be hiding behind a rundll32, or root kit. So then you need to haul out the serious guns if both come up clean.
I would start by cleaning with mwb as suggested above. I believe that Windows defender has a boot time scan that can intercept the boot sequence of the PC and scan. So I'd probably hit it with that after. Maybe another program to double check like spybot would be a good idea as well.