[ubuntu] Extracting " ubuntu-16.04-desktop-amd64.iso " to a Flashdrive "error.....hardlink"

I am currently using Elementary OS Freya which said that is supported by Ubuntu, Ever since I start using Elementary OS Freya I always encounter errors or bugs and asking for reports and I don't have any idea of those things so I have decided to switch on "Ubuntu 16.04".

I opened the "ubuntu-16.04-desktop-amd64.iso" with the "archive manager" and extract it to my Transcend Flash drive but after the process of extracting, there are some missing files and a dialogue box appear saying

I wish someone to explain me what is a hard link ...... don't have any idea...?