Hey there! Eau Rouge said it.
Di you remember what folder these were where the content that you selected?
The data should be within that folder.
If not, I would open Spotlight, (Press Command and Space Key, and search, “New Folder”, the new folder should show, (unless you’ve done this a few times without renaming the new folder).
Once you click on the result, you should be able to see your files.
To find the location, with Finder open, on the top menu select View > Show Path Bar, then on the bottom of the Finder window, you’ll see the path to that folder, and rename, move, or delete it if you need to.
(Or, you can right click, or choose File >: Show Enclosing Folder, if available), which shows the folder the new folder is in, (Sorry if that’s confusing, but the Show Path Bar may tell you the exact location, unless it’s hidden).
As said before, if you select a bunch of files within a folder, it creates a NEW folder within that folder to store those items. If you actually selected an entire folder, then that folder is stored in the “New Folder (with selected items)”.
Hope that helps, otherwise there maybe a technical reason you can’t find the files, is so let us know!