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I would be glad to help. The folders with little black arrows are known as "aliases". This is similar to a shortcut on Windows. Those icons mean that they allow you access folders or files that stored in another location. I would first right-click on one of the "alias" icons you have and select "get info". In this new popup look for "Original" inside the "General" section. This should tell you where the actual folder or file is located.
I suspect the actual folder is on an external drive, or you moved the folder after creating the shortcut. If you let me know what the complete path is in the "Original" section I can help you pinpoint where the files are.
Or you can try finding the folder yourself if it is still located on your drive. You can use Spotlight Search by typing Command+Space or oyu can click the magnifying glass icon near your clock at the top-right of the screen. Just search for the folder name and if it is still on your local drive, you should get at least two search results: one for the "alias" you already have, and the other the actual folder you want.