If by chance you changed the names and didn't include a file extension I don't see how LR can see them. It ignores files that aren't images and any file without a file extension isn't seen as an image even if it really is.
The best thing you could do is use a file search program to locate all files on your drives that don't have a file extension. Search for Photo* (that's a Star, Shift # 8 key) and see what comes up. If you find them on your drives you'll need to rename them once again and include .JPG at the end of them.
If you are on a Mac don't bother with the built in search feature. Get "Find Any File" or "Easy Find". Two of the best Mac OS X search apps. If you are on a Windows PC there are many good file search programs.