That was a loose subject line!
Where was your download folder previously. Have you searched your hard drive for any of the song titles. ... or to show up all your mp3 files, for instance.?
I have no idea why these files should have dissappeared ... if they have.
What computer OS etc are you using?
There are file retrieval programme available with no definite results guaranteed.
Googling File Retrieval will give you a number of applications.
It is important you stop as much as possible using your computer, until you have tried to locate or retrieve your files.