The deleted files are from the MicroSD card, not the R4.
You can use some Data Recovery programs, which might be able to recover whatever you deleted, but you are better off copying the files from your computer again (if you have a backup, or can redownload it)
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An R4 is basically a mod chip for the Nintendo DS console. You can download games from the internet and put them on your R4 card and play the games on your Nintendo DS.
One of the best sites for downloading R4 games is www.romulation.net , believe me it's the best!
It depends on if you have other things on your r4 then it take memory for that
R4 Gold is the newest type of r4. It works on nds, ndsi and ndsixl. you can download games, movies and music onto it. There are many r4 gold card in the market currently. Most of them can run games and medias on Nintendo 3DS,DSi and DS cosnole. Such as r4 gold 3ds card from r4ids.cn, r4 gold v2.0 from r4ids.com and so on!
There kinda is a r4 for xbox 360 but it it is not an r4 it is a mod chip that you can download games onto and then plug into u're xbox 360