Calm down about the files because they aren't lost yet. Checkdisk can make mistakes.
Can you see the disk in Windows Explorer and, if not, in Control Panel>Administrative Tools>Computer Management>Disk Management?
If you open the case and being very careful, can you feel it spinning by putting a finger on it? Is it warm or hot? Power down the machine and check the connections to the disk.
I'm assuming it's a separate disk to the one that runs the system because I've never known Checkdisk to fail to spot the disk that's running it but I suppose it's a possibility.