Lost New Foldr file of e-mails

I have windows*. I also have the Windows Live Mail tab at the bottom of desktop to read al my email accounts. I formed a new folder and proceeded to put important  information in it, entire emails. The folder did not appear in the column on the left under my email account. It does show an indented title under the inbox list...only in the "Move-to" tab on the Home page. I cannot open it or find it?

Thanks, MDD