If you imported (not "downloaded") the photos into Lightroom successfully, then the photos are on your hard disk somewhere. You many need to use your operating system to search for them. Is that what you did, an Import into Lightroom?
Perhaps you accidentally opened the wrong Lightroom catalog ... try File->Open Recent.
But I am surprised by this statement,
After I thought I downloaded a dozen photos into Lightroom 5, I replied that the photos could be deleted from my camera.
Lightroom does not require a "reply" letting the software know that the photos can be deleted, as Lightroom will not delete the photos from your camera card. Are you 100% sure this message asking you to reply came from Lightroom? Because I am 100% sure it did NOT come from Lightroom, it must have come from some other software (Photoshop Elements, perhaps?) and you may find your photos using that other software.
Thank you for your reply. LR5 was the only photo software I had open on my MacBook Proc. I could "see" the dozen photos on my camera card and I clicked the import button. After it completed the import, to my external hard drive, it does ask if I want to keep or delete the photos on my camera. In any case, I have now disconnected my camera and, alas, the photos are gone from its card. I am hoping I can find them somewhere on my computer or its external hard drive.
It doesn't matter if Lightroom is the only software OPEN on your computer. If other software was installed, even if it was not OPEN, it could be activated when it senses a camera card, and it will launch and then move or copy the photos somewhere and ask you if you want to delete the photos from your camera card. But it most definitely was not Lightroom asking you if it should do this, there is no feature in Lightroom that will delete photos from the camera card.
You should search your hard disk(s) using your operating system's search feature for thse photos.
You should also examine other software on this computer to see if that other software is aware of these photos.
Thank you dj_paige! I have found the photos on my external hard drive using Finder but I cannot "see" the same directory using LR5 to import them properly.
The photos are in: Photo Drive > iPhoto Library > Masters > 2014 > 07 > 27 > 2014
LR5 can "see" iPhoto Library but can not see the subdirectories. Where do I go from here?
Thank you again. I have now found the photos and successfully imported them into LR5.