So, it is possible to revert the project to a previous step, where both the recipe and the folder still existed. However, the data within the folder might have been lost: "Reverting only affects the configuration of the project (datasets, recipes, web apps, dashboards…). It does not affect data. Thus, after revert, some data might be missing and might need to be rebuilt"
Reverting will bring back the folder, but possibly not its contents or files. Other options could be available outside dataiku DSS, if you are the administrator of the machine, but that depends a lot on the operative system being used by the machine where DSS is installed.