@fartang try this - it's a long shot but...,
Right click one of the PDF/EPUB files and select Properties, if there is a Button at the bottom of the General tab labelled "Unblock" then click it, click OK and try dragging it into Calibre. If there isn't a button then we know its not a Zone Identifier issue (sorry for the geek speak, but its all I know...)
BR
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