After I load my RAW files in Photoshop and I make a selection of the files I want to use, I don't see the other files anymore. Where do they go? Nothing in my trash as well ...
Where are you looking? In Finder? In Bridge? In ACR? In the camera?
Since you tagged Mac, try this:
In Photoshop, Cmd+Click the title bar for one of the images you can see. This will open the path. Click the folder where the images are stored and you should see all of them.