Did you actually delete your whole saved folder, or did you maybe hit 'restore defaults' in LW's options & now files no longer show in your library? Or did you (or someone else) update LW?

Check out this thread: If you've updated LW and can't find your downloads!
Look for your files in the default saving locations... they'll be different, depending on which version of LW you're using.
If you really have deleted things, that thread has a link to another thread with file recovery advice

If you mean that you don't even see a Library tab in LW any more - in LW go View > Show/Hide > tick Library.