A symbolic link is a file that points to another file, a kind of alias for a filepath. It is not compatible with the FAT-32 filesystem commonly found on USB drives.

To find the symbolic link, you can open the terminal and do an ls -al in the directory you are having problems with - the symbolic link will have an l as the first character in the listing (where directories have a d). Or else, you can do a find DIR -type l where DIR is a directory that might (indirectly) contain symbolic links (. is ok too).

If you want to copy the content: ls -al LINK, where LINK is your link, will tell you where it points to (if LINK is a directory you will have to remove the final slash in case you have one). Just copy that.

N.B.: ls -l is normally sufficient, I just added the a in order to display hidden files, whose name starts with a dot - for the case where the link is a hidden file.

But, if you are afraid of the terminal: in Nautilus (the file browser), the icons of links are marked by a small arrow on the bottom right (but not all icons marked like that are links). If you right click on the icon and select Properties, if it is a link, its Type will start with Link to, and its Link target will tell you where the real stuff is (unless that is a link itself, in which case you will have to follow the chain).