I do hope you have backups of your files.
You didn’t mention whether you run Windows or a Mac system and since I know nothing of a Mac system my advice will be Windows orientated.
SAFELY Remove the USB drive. That is a link on Windows systems on the lower right hand corner of the Task Bar.
Then reinsert the USB drive and from a Command Prompt window run a CHKDSK /F command on the drive.
If that doesn’t resolve the missing exe file I don’t know what to tell you.
Good luck Amber.