I'm not sure what you mean by FCP used Proxy instead of copying it. So I'm assuming you didn't didn't copy the original media to the event, but did make both Proxy and Optimized.
Select the event in the Library and then under the file drop-down, choose Organize Event. That should copy the files from your Desktop too the Original Media folder.
Close FCP. Take the High Quality Media folder and hide it in a temp folder elsewhere on your drive. Open FCP and make sure that the project is working correctly. Assuming it is, you can drag the temp folder to the trash.