what was done to the phone that caused it to lose all messages? did you install something? or were you using another messaging app like go sms pro?
im not sure if messages are stored on the file system of the phone itself. I hope someone can chime in on that.
you cannot use a computer to explore the system files of your phone, you would need root explorer to do that or another file manager. maybe one that doesnt require root, however i believe to look into the file system you need root. i just dont believe the phone stores your messages in its internal system, maybe the internal memory but i am not sure.