First- let's define some words-
In Lightroom speak a "Collection" is a simple list of names you can make to be a quick reference to some photos of your choice. (Like an iTunes playlist, or your favorite phone numbers ) Collections appear in the Collections Panel.
When you Import photos to Lightroom it copies them to the hard-drive in a "FOLDER" or your choice as it creates the preview thumbnails. In the Folders Panel of Lr you will see the Folders and photos as they exist on your hard-drive. (Import can also create a 'Collection' at the same time if you select that option in the import dialog.)
So your question I believe is asking about the Folders where your images were stored. The hard-drive location for their storage is set in the "Destination" panel of the Import dialog. This is where YOU decide where they will be stored.
If they have gone into a different FOLDER that you did not expect, then you can move photos or whole folders within the Lr Folder Panel. Never do it with the operating system (Finder).
Before you change anything, you must view this tutorial- (It is a long link but copy it and paste into the browser, it will include the video )