When files are deleted in Windows, if they are not moved to the Recycle bin, then just the entries in the files system (presumably NTFS if on a HDD, or FAT or exFAT on a flash USB drive) are marked deleted, and the file space is marked available for reuse, but not immediately overwritten.
To prevent overwriting the deleted files, dismount the drive that had the files to reduce the chance the original files are overwritten. If it's the drive with the OS, then shut down without hibernating, because hibernating creates a new file on the disk which could overwrite your data.
If the data is on an external (non-boot) drive, just use Windows applications such as PhotoRec, Recuva or alternatives. If you must boot from external media because the files were on the primary HDD, there are tools such as EaseUS Data Recovery that can create bootable removable media and search for recently deleted files.