CR2 (raw files) won't open after copying onto desktop. What do i do?

After copying CR2 (are files) directing from a memory card onto the desktop. Some of the raw files would show the preview and some of them wouldnt. i thought it was just loading up but once i tried to import in Lightroom. I got error message stating 'Preview Unavailable and when i select a file to edit. A pop up message comes up saying the file is corrupted. same error message comes up on Photoshop. it appears as a corrupted file.

I tried to re-copy the photos again from he memory card this time the photos have completely vanished from the memory card. I know there is nothing wrong with the memory card at all as its brand new. Plus when i copied the photos the first time i just drag and dropped the files not Cut and paste.

So now i have only one copies of the raw files on my desktop which won't even open up. i tried accessing it from another computer but the file won't show.

What do i do? is there any way i can recover or know whats happened? the photos appeared perfectly fine on the camera.