The easiest way to do it all in one shot is to click File -> Setup Wizard as that will move the files for you manually. If you want to drag them yourself, drag them out of their current directory to C:\Program Files\PokerTracker 3\Processed. It doesn't need to go there, the files just need to be out of the original hand history folders. When the original hand history folders are clogged with hand histories the auto import can get overwhelmed - that's why the default behavior is to move the hands to the processed folder once the hands have been imported.
Is it possible you have a filter enabled? Try clicking Clear and see if all of your stats come back. PT3 also only knows anything about hands which have been imported so if you have played hands elsewhere and not imported them on your machine, PT3 does not know anything about those hands.