There is a difference between playing live on a poker client and downloading hands from a poker client.
If you are playing on a poker site where a HUD is supported such as PokerStars then it is the poker site that creates and saves the saves the hands somewhere on your computer. PokerTracker 4 then moves those files unaltered to the 'Processed' folder at the end of each session:Guide: Processed Files
This is for performance reasons so thousands of accumulated files do not have to be searched through again when clicking 'Play Poker -> Get Hands While Playing' as it can cause issues with the HUD displaying/updating correctly.
If you are playing on a poker site which does not create hands as you play such as Ignition then the PokerTracker 4 Hand Grabber app' creates and saves the hands. Again these will get transferred unaltered to the 'Processed' folder at the end of each session.
If you are downloading and saving hands from a poker client (not playing live) then PokerTracker 4 can import those hands using 'Play Poker -> Get Hands From Disk'. Hands that are imported using 'Play Poker -> Get Hands From Disk' stay exactly where they are and do not get moved to the 'Processed' folder. It is not recommended to either:
a) Save downloaded hands to a folder where a poker site saves live hands.
b) Create a separate folder for downloaded hands, add it to PokerTracker 4 auto-import settings and then import them using 'Play Poker -> Get Hands While Playing'. The auto-importer isn't designed for that.
After importing downloading hands using 'Play Poker -> Get Hands From Disk' you can manually move the files to your 'Processed' folder or another location instead of deleting them.
If you want the downloaded hands you have deleted from your computer again then you can see if your poker site can provide you with copies or you can export them from PokerTracker 4