Files from Mac are not showing on USB flash drive in Windows

OS X can only mount NTFS volumes read-only. It cannot write to them without 3rd-party software.

Since you copied the files on a Mac, this leads me to believe that there are two partitions on that flash drive. Windows does not support multiple partitions on a flash drive. This is a limitation of Windows exclusively. Only the 1st partition will be visible. This explains where your files went.

Windows does support multiple partitions on a flash drive if it has its removable media bit (RMB) set, but those flash drives are rare. However, even on the off chance that you have one of these flash drives, Windows still doesn't support the Mac HFS+ format without 3rd-party software -- not even read-only.

So in either case, it makes perfect sense why you wouldn't see the files you copied from the Mac.

Really, your only option here is to plug the drive into another Mac. If you want to be able to use the flash drive on both PC and Mac, you need to reformat it as FAT32 or exFAT. Those are the only two filesystems that both Windows and OS X support in read-write mode.