.txt files and video files disappearing?

So recently when i tried deleting this folder it wouldn't let me deleted i tried changing the permission then my desktop icons all disappeared only one has remained was the recycling and google chrome. I went to the desktop folder in my computer and put them all back to the desktop but when i went into some of my folders all my .txt files and videos were gone all that remained with sub folders with nothing in them. I tried looking at recent places in my documents for the missing .txt and videos it says "the item "src" that this shortcut refers to has been changed or moved, so this shortcut will no longer work properly. Do you want to delete this shortcut" src is a file i had. So any help please I have a lot of important .txt and videos from the past 3years in the folder and now its gone..

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