It looks like the '7Plus' application is running on your system.
The 7Plus tool has a feature to enable the same options in Windows Explorer. The application calls this feature 'fast folders'.

To remove any save fast folders (in this example, 'Downloads' and 'C:):
- Expand the notifications area to reveal all hiden icons
- Click on the icon for the 7Plus application (it looks like a blue + symbol)

- Select 'Fast folders' from the menu

- Click on the 'Remove custom Explorer buttons' button.
To remove the 7Plus application:
- With the 7Plus settings window open
- Select Introducation from the menu
- Untick 'Autorun 7plus on Windows startup'
- Click 'OK' to save the changes