When Lightroom finishes an import it parks you in the
Previous Import section of your catalog. This is not a "folder" it's simply a collection of sorts that Lightroom uses so that you can quickly see all the images in the last import.
Why? Because, like me, many people organize their destination folders so that files are organized by shot date, and if you're importing a week's worth of photos at one time you would need to go to 7 different folders to make sure all the shots you just imported got there.
These photos are also in the proper destination folder. As I said, the Previous Import is a temporary
collection (of sorts) which is not another copy of the files but a subset of the catalog entries separated for easy access. If you navigate down into the
Folders section below the
Catalog in the left panel you will find the folders you're looking for.