The Debug
folder is where your build output goes. If you are making code changes and compiling/running your app then the directory will have all the binaries you need to run the app. If nothing is there then either you are building to a different directory or there is a compiler error. Once you fix the compiler error your binaries will show back up.
But if you are also generating content files into that directory (such as when your app runs) then those files aren't guaranteed to be kept around anyway. The output directory can get wiped during any build of your app but normally this only happens if you do a clean or rebuild. In this case those directories are emptied out first. They aren't for storing stuff that isn't part of your build process. Content files that need to be there should be in your project directory somewhere (often in a Content
folder) and copied to the output as part of the build process. Any content generated at runtime is gone. You might be able to get it back from the recycling bin but otherwise you'd need to rebuild it. If you need data to persist across clean builds then you need to store the data outside the build directory.
As for source code, you are hopefully using a source control system like Git/Github/subversion so your source code is safe. This is important for many reasons, not just because of the output directory (where your source files shouldn't be sitting anyway). If you don't yet have your code in source control then you need to get it there as soon as possible so you have a permanent backup.