"[...] it found some files and folder are in the bad sector. Then it said the files are replaced by null. And it said it removed a folder because it is entirely unreadable.[...] What does the scan do when it encounter bad files and folders? Are there any chance I can save the data, maybe with any other software?"
The scan remaps that bad sector to a good but empty one, the data in that sector is lost. If that sector was part of a file, folder, directory listing etc that logical object now has a bunch of 0 bytes somewhere in the middle, which may lead to subsequent logical errors. Then programs like checkdsk will try to correct those errors, e.g. by erasing the damaged directory entry for a folder (in that case your folder is logically gone, although most of its data are still somewhere on the disk).
It's probably too late now, because you have already let all kinds of software do its 'repairs'.
The best procedure in these cases is:
1) Do not shut down/reboot any more than necessary. If the bad spots are in critical sectors at the beginning of the disk the system may not boot up again.
2) Optionally, try to make an image of the entire disk or in one way or another pull all the important data from the disk. There's lots of variations on how you can do this, but whatever methode you choose, read only!. Do not write to the disk. Pulling it out of your computer and putting it in another computer as a non-primary disk is a good way to prevent software (the OS) from automatically writing to it.
3) Buy a copy of Spinrite and run that on the damaged disk. SR will not just reallocate the bad sectors, but it will keep reading the damaged sectors thousands of times, slightly re-adjusting the disk heads, in an attempt to (statistically) reconstruct the data that was in the bad sector, then write that data to the new sector. Very often this leads to a full recovery without errors.
4) Finally run software that does logical checks on the disk structure, like checkdsk. This could veryy well not find any errors after step 3.
While running, SR will also check for an overheating disk or other potential problems.