Hello Jenny B,
Where is this folder located?
This could be adware or malware. It is certainly something running in the background. I wrote a little diagnostic program to help show what software is running in the background. Download EtreCheck from https://www.etrecheck.com, run it, and paste the results here. EtreCheck is perfectly safe to run, does not ask for your password to install, and is signed with my Apple Developer ID.
Disclaimer: Although EtreCheck is free to download and use at first, it will eventually ask you to buy a license. There are also other links on my site that could give me some form of compensation, financial or otherwise.