The file system of your USB drive has been corrupted. You can check this by opening Disk Management; the partition of your USB drive will be displayed as RAW, indicating a damaged or incompatible file system (since you were copying files on a device under Windows, this is not your case). Please get familiar with our detailed guide regarding RAW USB recovery (https://www.handyrecovery.com/raw-usb-drive-recovery/)
To retrieve your files, you can try two methods:
First, you can attempt to restore the file system's functionality using TestDisk. By scanning your USB drive, it can identify the corrupted file system and offer to write it back to the disk. However, if something goes wrong during the process of writing the partition back to the disk, it may result in the permanent loss of some files. Therefore, I recommend creating a byte-to-byte backup first, using software such as Disk Drill. This will allow you, in case of failure with TestDisk, to recover the files using Disk Drill or another software.
Second, you can recover files using data recovery software. You can use Disk Drill or alternatives such as PhotoRec or Recuva. In this way, you will specifically recover files. Disk Drill and Recuva (note that Recuva in Deep Scan mode supports only FAT32, and its results on other file systems are very poor) can recover files with original names and folder structure based on remnants of the file system. However, PhotoRec performs only a signature scan, so it can recover files only by their signatures without names or folder structure.
Read our full reviews regarding suggested data recovery software:
https://www.handyrecovery.com/testdisk-review/
https://www.handyrecovery.com/disk-drill-review/
https://www.handyrecovery.com/photorec-review/
https://www.handyrecovery.com/recuva-data-recovery-review/