Why can't I find this movie on this jump drive?

A buddy let me borrow a jump drive with a movie on it that I wanted to copy. I watched him copy it onto the jump drive, but when I got home and I put it in my computer, it did the update or whatever to let my computer be able to open it, and now it shows the jump drive as having no files on it. Yet I can check the properties and it has exactly as much memory taken as the movie is big.

Why can’t I find the movie, and how do I find it?