Stop using the pendrive immediately
Check the Recycle Bin if the files were deleted from a Windows copy operation
Use File History or a backup if available
Connect the pendrive to a computer
Open a trusted data recovery tool
Scan the pendrive for deleted files
Preview the recoverable files
Select the files you want to restore
Save the recovered files to a different drive, not the same pendrive
If needed, try another recovery tool
If the pendrive is corrupted, run a disk check after recovery
Avoid formatting the pendrive before recovery
Use professional data recovery services if software recovery fails