I assume you looked in the Recycle Bin to make sure the folder had not just been deleted? Did you search on your drive? Sometimes things get moved accidentally.
There are several free file recovery programs but the thing to remember about any recovery program is not to install it or any other program on the same drive where the lost object lived as it may overwrite the thing you want to recover. Best to install it on a USB drive or on a bootable CD/DVD. Also do not allow Windows to "Optimize" (Defrag) the disk.
I haven't had to use one in a while so don't remember what I used. Have you tried the portable version of Recuva?
If you didn't do anything to the folder you may have a hard drive failing. Once you either recover the folder or give up on it I would run
chkdsk /r c:
from the command prompt(Administrator): Sometimes it will recover files in the process if it finds a file that has lost its pointer. Windows used to store recovered files in a folder called:
C:/FOUND.000 but I don't know if it still does.
Just remembered something: Sometimes Windows has a problem reading your profile and will log you in with a temporary login. If that happens you will get a clean desktop with just a few shortcuts on it. Any files from your original login may not be readable without going into Properties of C:\Users\YourOriginalLogin and changing the permissions. Use File Explorer to look at C:\Users and see if you see any new logins that might be new.