When the files are extracted to a folder-usually C:\Recovery- you have to move them to the correct location. Such as photos to My Pictures folder. Music to My Music folder, etc.
HP Recovery is not a full, dedicated Backup & Restore app that restores files back to correct location and is only intended as an emergency effort to save files before doing a recovery. If you don't have proper backups done beforehand it does help in saving important photos,files,etc- but the owner is left to move the files where they should be.