|that depends. There are a couple things to cover here. |
There is a windows restore, which will basically put your computer back the way it was at some point in the past. This will typically NOT affect the files you have created.
There are also recovery functions typically provided by the manufacturer in which the system will be restored to the way it was when you bought it. This WILL typically delete anything you have created and literally restore the computer to an out-of-the-box state.
There is a windows repair, which you could initiate by booting to your windows disc. This will typically only affect the operating system files, and should not affect your files unless they are located in an operating system folder or location.
If you tell me exactly the steps you are following to get to the "recovery" functionality that you are asking about, and you tell me the manufacturer and windows version (95/98, 2000, xp, vista, 7), I can help you more.