You may have faced this situation at some point - accidentally pressing Shift + Delete and realizing the files are deleted permanently. I went through the same thing a couple of days ago. I removed some important files using Shift + Delete, and since the files did not go to the Recycle Bin, I thought the files were lost forever. 

First, I checked if there were any recent backups or system restore points. If you have File History or backup enabled, you can recover them from there. But in my case, there was no backup available. 

That was when I used Softaken Data Recovery Software. It helped me to scan the drive and to recover permanently deleted files. Fortunately, most of the important data I needed was retrieved. Recovery, therefore, is possible, but one should always act fast and avoid overwriting the drive.