How do I restore Mac Downloads folder missing in Finder?

It seems that you do have the Downloads folder - and the problem is just how it is shown in the Dock.

As it also appears that you have difficulty with some terminology, an easier way for us all to understand your issue might be to show as a screenshot.

Switching the Dock display of your Downloads from a fan-like to a "box" is achieved by control-clicking on it and choosing "Folder" instead of "Stack":

And voila:

try

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Did it really disappear, or is it just not showing in the Sidebar?

Press command-shift-H to open your home folder.

Your Downloads folder should be there.

If it is not:

Press command-shift-N to make a new folder. Rename it as "Downloads" (without the quotes, of course).

Control-click on the Dock icon, and under "Display as", choose "Folder":