If you aren't sure where you saved them, open uTorrent's window, go to Options->Preferences and check out the Directories section.

See if you can locate your file on your disk using Windows Explorer.

If they aren't there anymore it means that you or someone else with access to your PC either deleted the files from their location on the disk or removed them from the application's interface. for the three torrents that were ongoing. First, in the uTorrent window, try clicking on the Completed button from the upper-left side of the window (above the All Feed box) and also check the Downloading section.