The procedure really was a mess and went like this:
First I installed XAMPP. This was the first mistake. Then I realized that I already had both MySQL and IIS installed on my server. So I removed them. That wasn't an easy task especially concerning IIS. When removing MySQL, the uninstall program asked if I wanted to keep my datafiles (folder) and I answered "Yes". This means that the MySQLData folder was left in HD intact. This is what I meant when I said that I made backups. This may be the second mistake. But anyway all the data still was in the MySQLData folder.
After that I had several problems with XAMPP. The major problem was when I tried to manage XAMPP's MySQL admin and there were this problem concerning WinMySQLAdmin. Before I managed to solve these problems I had to uninstall and reinstall XAMPP a couple of times always leaving MySQLData and htdocs folders intact. This is where in some stage the actual data files (.myd) were lost leaving only .frm files in the MySQLData folder.
So, after my initial question in this thread I've studied this issue more (after finding this great site Apache Friends) and now I know that the actual data is in . myd files. Unfortunately I'm not able to locate any such file in my computer - not even in the trashcan - only these .frm type of files which are table formatting files. So I think that was it. I can't retrieve my old database files. Fortunately I've got them as Excel exported .csv files saved in other network location.
What I'm now wondering is, who could i have avoided this situaton. Except keeping always track what I've already installed into my server, of course, and do these other server aplications have any disadvantages while running in the same computer as XAMPP. But that's another story.