Do you have multiple drives? When recovering files Orion defaults to putting them on a different drive than the one they are from. (recovering this way is more reliable and slightly faster.) If you merely selected a folder on the default destination drive, then the files may well be in the right folder, but not on the drive you thought they were.
If you don't have multiple drives, or if the files aren't in the named folder on any drive, then please provide more information about exactly what actions you took so that I can look more closely at what the problem is.
Thank you.