Does using iCloud delete photos from a PC - mine are gone!

I went to look at some photos stored on my PC from a 6 month trip to Europe last year. All photos from that trip and since have been deleted from the PC - all that remains is the Windows folder names, and the picasa.ini file.

I turned on iCloud not that long ago (more than a month), but the photos are not in iCloud that I can find. I am concerned that the photos were deleted by the iCloud Photos app; or worse - uploaded into some sort of temporary storage that Apple has failed to tell me needs some action to save...

Please help me to understand:

1. where the photos went

2. how to recover them

Thanks... Glenn