Not always. Stop saving new files to that drive first, because every new write lowers your chances.

Try these in order:
1. File History or Backup. Right click the folder where the files used to be and choose Properties > Previous Versions. If you use File History, OneDrive or a Windows Backup, an older copy may be there.
2. OneDrive. If the folder was synced, open onedrive.live.com and check the Recycle bin on the web. Files stay there for 30 days.
3. A recovery program. On a hard drive deleted files often remain until overwritten. On an SSD with TRIM turned on, the data is often wiped soon after deletion, so the chances are much lower.

Microsoft's own free Windows File Recovery tool (command line) is one way to scan. Save recovered files to a different drive.