Since the introduction of ‘recently’ in Finder, the successor of ‘All my files’, there has been a lot of confusion about this option. The function has been created to quickly collect, sort and manage all files on your Mac.
Unfortunately, many Mac users still think that this is a separate folder and that all files, documents and photos are copied here. That is not the case and you have to be careful with removing.
What is recently in Finder?
In the Finder navigation column you will find ‘recently’. When you click on this, a representation of all files, documents, etc. that you have opened recently. You can easily go back in time, useful if you are looking for that one file. You can compare it with the menu option ‘recent parts’ that you find in the  menu, but Finder does not show applications.
Only a display, beware of deleting!
Recently in Finder is not a folder, but only a representation of files. If you knew a file from recently, it will also be deleted at the original location. Because it is a representation, the content of this ‘folder’ only contains references and is therefore no copy.

Delete recent display in Finder
If you prefer not to show Finder your recently used files, you can disable the entire recent view. To do this, open Finder and navigate to Menubalk â–¸ Finder â–¸ Preferences â–¸ Navigation column â–¸ Switch off ‘recently’. If you still want to use the option, you can activate it via Finder â–¸ Menu bar â–¸ GA â–¸ Recently.