Presumably, you mean after you have deleted something?
First, check in your recycle bin. If it's not in there, you need an "undelete" type program from the net to help you. I've not used any to recommend to you but a tip is NOT to use your computer until you are ready to retrieve the deleted data, for fear of overwriting the parts of the disk where the deleted file is on.
if you are looking to recover fully deleted files from a hard drive then then you can try one of the free data recovery programs, ideally you should remove the hard drive from your computer and install it as a second drive on another computer then use that to recover the files.
The more you use your computer and install stuff the more chance you have of overwriting the data your trying to recover and then you'll never get it back!.
I can't recommend a free data recovery program, I haven't used any