Why are my deleted emails saving in my 'pictures' as a PDF adobe when they should have been in my deleted email file not saved in my pictures??????

I deleted emails from my windows emails and when I went into my pictures there was all my recently deleted items as pdf adobe files and I cannot right click and delete. But why would my deleted emails be going to my pictures in the first place. So i think it must be in how the adobe program is set up and need to know how to change the settings so my deleted emails are not sent to my pictures.I do not know what other details you would require?