Deleted files

I Recuva tonight but was hoping all files would go back to where they originated from, esp. my desktop icons. In fact, after I ran the scans, they are not anywhere lol. Did I do something wrong with Recuva?

Recuva does not put any file back where it originated from. If a recovery is done then the selected files will be copied to another location for the user to reinstate as required. Shortcuts are .lnk files and should be found, but can easily be recreated. I assume you have looked in the recycler?