Files over certian server systems and files on things like "Mass storage" flash drives the system does not use the recycle bin.
It did not actually go anywhere :-) until the space that it used up on the disk is overwritten. It was removed from the "table of contents" of the disk, marked for "re-use" when another file comes in and uses the spot that data was in, then it will be over-written.
If your looking for a file you deleted, then do not add more writes to the disk, and attempt a recovery/undelete of the file. If your looking for a way to have it go into a recycle bin, then look for some 3rd party software, or Make Your Own :-) DIY , move files to a folder called TRASH instead of deleting, that is what works for me.
That method also works good on portable devices without recycling capability, moves to the same disk or media are quick also , so it is no sweat for any of them to do that.