Strange string linked in

Dear all, looking at links to my site I found this “strange” string:
wp-content/pgs/steam-cs-go-skin-casino-site-2024.html
I investigated following the link and it doesn’t exist but, if I complete the string with the site name:
https://www.ferentino.org/wp-content/pgs/steam-cs-go-skin-casino-site-2024.html
I see a page of a gambling site.
Is there anyone who has the same problem?
How can I fix it?

The page I need help with: [log in to see the link]