If using Mac OSX 10.3 or earlier, there is a utility as part of the Norton Utilities which has a file recovery. This worked best in OS 9 but did also work up to 10.3.

But other first questions are: which library? Do you mean the LW Library which appears in the iTunes playlist? Or do you mean you accidentally deleted your music files from the Library window of LW? Which specific version of LW are you using?

You have us all a little confused due to lack of details.

The best way to have music in iTunes is to make sure the files are added into iTunes music library, not as a playlist. For many years on OSX LW has had the ability to auto-copy song files across to iTunes music library at the moment of downloading completion. That does in effect mean two copies of each song, one in iTunes music library & one in your LW download folder.