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I'm not exactly sure what you're trying to say. Did you manage to mount the right drive in Linux or not?
If you copy-pasted the file to the pen drive and they're no there - it is possible that you yanked the pen drive without safely removing it, and the files were still in a process of being written. This happens when copying large files, that the copy is done in the background after the copy-paste supposedly "finished working already" - so never yank out a drive without unmounting it cleanly (same goes for Windows as well). In Linux, you should right-click the drive icon and choose "unmount" or "eject" or something like that (it's different in every Linux) and wait until you get a message that the device can be removed. You can also see the led on the pen drive flashing as it is working - so wait until the flashing ends.
In Linux there are no drive letters. Instead, you choose the mount point you want to put every partition on. You can create directories called /mnt/win_c, /mnt/win_d and /mnt/win_e, and mount the correct partition on each one of them. Which partition are your files on?