In other words, this site is pretty safe...
For obvious reason, not every files and folders are shown in the Finder.
A good example is your home folder which looks nice and tidy but in fact is full of hidden files.
To show hidden files in the finder, from terminal type:
defaults write com.apple.finder AppleShowAllFiles -bool true
To set it back to the normal finder behavior:
defaults write com.apple.finder AppleShowAllFiles -bool false
You will need to relaunch the finder (from the force quit window) for the changes to take effect.