Welcome to Android Central! Try using a file manager app like ES File Explorer. Look at the Downloads folder using the file manager, because sometimes, the file may still be there--it's just that the Downloads app might not actually see it. This can happen if you transferred a file to the Downloads folder, instead of downloading it straight to that folder.
If it isn't there, then it may depend on what app or browser you used to download the PDFs. Some 3rd party browsers have their own download folder. If it's an app, then it may also have its own download folder.