Which Operating system ?
If Windows have a look in Recycle Bin they should be in there. You'll have to restore them and add them back into the book folders.
If not too many books, simplest way is to drag/drop individually from the temporary folder back to into the relevant books (into the book details panel on the right).
For Windows at least, the format files will be restored to a folder named "XXXXXXX deleted yyyyyy" where XXXXXXX is the Library name and yyyyyy is some random string, as in :
After putting the format files back where they came from, you can delete the "XXXXXXX deleted yyyyyy" folder with your file manager.
I don't know if Calibre has the same behaviour on OSX or Linux.
And I don't know why this operation doesn't have a confirmation popup.
BR