I don't think you can do this in Lightroom. It's not even a good idea to change file types.
Also, if files contain the .NEF extension, then they probably are NEFs and not some other file type.
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You are mistaken. If you used the built in LR system to convert NEF files to DNG then someplace on your computer you have a bunch of DNG files.
Do a search of your drives for *.dng and see what comes up.
In the Convert Photo to DNG dialog box there is an option to "Delete Originals after successful conversion". If that option wasn't checked then the original NEF files will remain.
If you used the Import dialog with the "Copy as DNG" option selected then LR made copies of the NEF files, converted to DNG, to the folder you had selected in the Destination section of the import dialog.
Just Shoot Me--
You were right. My mistake. Thanks so much for the information!