Stop using the pendrive immediately
Do not copy, save, or format anything on it
Check the Recycle Bin on your computer if files were deleted after copying from the pendrive
Use a file recovery tool such as Recuva, PhotoRec, EaseUS Data Recovery Wizard, or Disk Drill
Install the recovery tool on your computer, not on the pendrive
Connect the pendrive to the computer
Open the recovery tool and select the pendrive as the scan location
Run a deep scan or full scan
Preview the recoverable files if the tool allows it
Select the files you want to restore
Recover the files to a different drive or folder, not back to the pendrive
If the files are not found, try another recovery tool
If the pendrive is corrupted, run CHKDSK only after recovery attempts
If the data is very important, use a professional data recovery service