That's the way MS Windows handles your data. They're written to your hard disk, kept there according to your wishes and once you decide to get rid of them, all the space your data occupy on the hard disk is marked for reuse, just like tearing off the labels of those nostalgic folders.
File recovery software works best when the deleted files are recovered to another drive. That's because the very act of recovery involves writing to your drive, and you don't want to write over other files yet to be recovered. The "other" drive can be another hard disk, another hard disk partition, a networked machine, or an external USB device.
However, if you have just accidentally emptied your wastebasket (recycle bin), or explicitly deleted a file, and realized you’ve made a mistake, file recovery is a very real possibility. The golden rule is “don’t write ANYTHING to the disk, or reboot”. Just immediately run your recovery software
Until recently, file recovery was one of the few categories where the main commercial products really outshone the freeware alternatives. Good examples of commercial products include the impressive "R-Studio”, “Recover My Files”, and “Active File Recovery.”
But the picture has changed dramatically. You now have now some excellent freeware choices:
Free Undelete does what you expect it to do and indulges with a rare highlight: in it's 'toolbox' you find a wide variety of standard formats to be easily rescued. Another tool of acceptable basic features isUndelete Plus. But I deny them my full recomendation because the first froze repeatedly on an USB-stick, and the second for it's minimalist functions.