OK. The gallery is just an app, so the files are/were where ever you had them being saved to. If you had files saved to the SD card, then they are, as stated before, gone. If they were saved to the phone, then you just need to locate them.
It sounds, to be honest, like you had downloads as well as photos saved to be stored to the card, so when you go to open the gallery app and view them, it can't because they are gone from the SD card. Again, if that is the case, there is no retrieving them.