I guess it depends on how you imported the photos. My guess is that this problem happened because you accidentally imported the folder via the COPY option rather than via the ADD option. The point is that Lightroom is not a file browser, it does not have to show the same folder structure that appears in you operating system (although usually it does).
To see if my guess above is correct, try ALL of these steps in sequence:
- click on All Photographs on the left hand side of the Library Module under Catalog
- turn off filters (Ctrl-L once or twice)
- use the filter bar to search for one of these photos in the problem folder; search by file name
Do you find the photo when you perform the steps above?