I have windows xp and my download file dissapeared

I had a download file with good stuff on it.
One day I went to click on it and I think I accidently dragged the file.
But when I let off on the mouse, the file was gone.
It also does not show up in my systems folder column on the left side
of my document page.

I have since started to download things and I do now have a download icon on the document page.
The only thing is that it only has the NEW stuff that I've downloaded.

The other file is still gone.
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Download Document Windows XP