Help!

lexigullaaa  What folder(s) are you still missing?  If you're asking about the Sims 4 folder in Documents > Electronic Arts, the one that contains your saves and other user data, you won't see the folder again until you start the game once.

And no, there's no way to transfer your owned content from Steam to the EA App, or get a refund so you can purchase it directly from EA.  But this doesn't sound like a Steam problem.