When you download files using RealPlayer the files will be saved in the hard drive. RealPlayer will only have a shortcut to that file in RealPlayer library. It won't store the files in any external server. If you don't have the back up for those files, then you have to download once again from the source you downloaded before.
If the files saved on the computer hard drive then you can do the scan disk for media to import to RealPlayer PC library.To do so, visit