You don't remember because you didn't create it. SXOS 2.3 and above will create the Emutendo folder automatically if you are using emunand. That's why when you booted into the emunand your games where gone, because the emunand is reading the emutendo folder and your games are installed in the Nintendo folder that you should have named to "Emutando". Since you deleted the Nintendo folder you'll have to install the games again. Saves are stored on the NAND or in your case the Emunand so you won't have a problem with that. I don't think you messed up anything, next time though don't update immediately and read up on how this things work so something like this doesn't happen to you again.