This article is from the CD-Recordable FAQ, by Andy McFadden (firstname.lastname@example.org) with numerous contributions by others.
There's a couple of possibilities: either they aren't there, or they're
there but you can't see them. Looking at the disc from different machines
(e.g. Mac and PC) should give you some idea.
Out-of-date versions of MSCDEX have been known to "forget" certain files
when browsing a disc. If you're using DOS or are using the "real mode"
drivers from within Win95, make sure you're using the most recent version
Old versions of certain CD creation programs would occasionally omit things
when asked to burn a large number of files. These problems haven't been
reported for some time, however.
If you were burning a multi-session CD, read the next section.