The 'Missing Folder" and multiple hard drives

I have an iMac, OS 10.7.    I use Lightroom (LR)  5.7.    I have the Mac hard drive (HD), a 1T LaCie external HD, and a 2T Buffalo Linkstation external HD.

I admit that I did not realize how important it was to do everything in LR until after I moved and deleted images on the hard drives. My goal is to locate my photos and put them in one, happy, place so I can organize and delete the bad ones.

I understand that I need to Import images into LR from the Desktop or a HD, and know how to do that.

The problem I have is that I am confused and don't want to make a mistake and lose images.

For example:

1. I have a "?" (question mark) on the "Charles pre-web" folder
2. I Right-Click and the "Find Missing Folder…" dialog box displays

3. After clicking, the "Desktop" screen displays with many images

4. After clicking "Choose" the dialog box asks if I want to merge.

5. What do I do and where are these images?

6. Can I safely delete the folder "?Charles pre-web"?

I have started adding Collections but need help with the organizing part as well.

Thank you in advance for any and all help. I am not stupid, just ignorant.