Here is the counterintuitive truth about deleted files: they are usually still on the drive, just marked as free space. Every minute you keep using the computer, you risk new data overwriting them. So the first rule is:
1. Stop using that drive
No downloads, no installs, no "let me just try one recovery program I found" installed ONTO the same drive you are recovering from. If the files matter, less is more.
2. Check the easy places first
The Recycle Bin (Trash on Mac). Then cloud versions: OneDrive, Google Drive, Dropbox and iCloud all keep deleted files for about 30 days in their own trash folders. Then File History (Windows) or Time Machine (Mac) if backups were ever set up.
3. Emailed it to anyone? Check Sent
The number of "lost" documents recovered from a Sent folder attachment is enormous. Same for files shared in chat apps.
4. When it is a failing drive, not a deletion
Clicking sounds, files vanishing on their own, the drive disappearing from the computer — that is hardware failure, and recovery software can make it WORSE by stressing the drive. Power it down and get help; every hour it runs costs data.
The lesson to take either way
Whatever the outcome, today is the day backups start: one automatic cloud backup plus one external drive copy of the irreplaceable stuff.
Files worth fighting for?
Post the problem and a verified technician will assess what is recoverable — before anything makes it worse.
Start a recovery