Those sounds like Search Folders. In the Navigation Pane of Outlook, click on the triangle next to Search Folders to expand it. See if the search folders you are looking for are there. If so, you can just right-click on them and select "Show in Favorites" to add them to the Favorites section at the top of the Nav pane.

Note that Search Folders can only apply to the store they are located in, so if you have multiple PST files, or an Exchange store plus PST files, you will have to create separate search folders for each one.

-SW