I am now confused.
I have a laptop with NO DVD in it showing as F Drive.
It seems like the files exist as I get no errors when clicking on them.
I also have no USB or ecternal drive connected.
Looks like you have mounted a disc image, probably a windows installer. Right click and unmount or eject and the drive should disappear. Right click on an ISO file to mount a disc image, I'm not sure if other image file types work.