Do I have malware? - Panther (in blue letters)

Yesterday my Windows 8 gagged on something causing music library to 'disappear' - thank you again SrGuapo for fix. Today I noticed a new C: directory titled $Windows.-BT, sub-directory in blue called Panther, sub-sub directory Windows_TelemetryData.Cab (an XML file.) Also bunch'a appicons. Do I have malware?

I've scanned w/Vipre & Malwarebytes. Neither one finds it to be a threat.

why have I never seen this directory before? [I always keep my file directory open and refer to it extensively] Files were installed 11/11/14. Thank you.
 
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