This is the indicators of a virus I have dealt with a while back. In any other case, your Downloads folder would appear under Users, but if it doesn't, I would recommend you back up any important data and do a re-formatting. You can try running an AV solution, but in my experience that never brought back the folder and I'd have to re-format anyways.
If you're bringing over data that you've backed up, I recommend that you run a scan on the files to ensure they're clean, and I'd even go so far as to start running either a weekly disk image backup (i.e. Macrium Reflect Free) or a daily snapshot backup (i.e. Rollback Rx)