How do i get back my files and photos from a dvd that have been

How do i get back my files and photos from a dvd that have been stored in the form shortcut?

I have recently formatted my laptop, so i have backup my data...so i have saved them on a dvd.
But the files and folder were to big to fit on the dvd space so i thought of doing a shortcut...

Now when i'm trying to open the folders, it's not allowing me by saying: "The drive or network connection that the shortcut [folder name] refers to is unavailable. Make sure that the disk is properly inserted or the network resource is available, and then try again."

I have downloaded the autorunexterminated from the forum: https://ccm.net/downloads/security-and-maintenance/5911-autorun-exterminator/

but it told me that the publisher could not be verify. Are you sure you want to continue to run this software

when i'm trying to download from this site:
https://download.cnet.com/AutorunExterminator/3001-2239_4-10912924.html?hlndr=1

it told me that it can harm my computer, so i cancel it..

What do i do to get my folders back? Please help me!