They will still be there, simply not shared & since not shared will not show in your shares in Library window.
Go back to your sharing options for extensions & re-add mp3, mp4, m4a, av, aiff, aifc, au, mpa, ogg, flac, av, for audio & for video: mpg, mpeg, mov, avi, qt, mpv2, mpe, mp2v, mov, mkv.
Remember for fast & easy access, go to your LW Library window, select Saved Files folder & press the Explore button. Sample image here:
Using Library Explore button to access downld folder (click on link) & the folder will open up for you.