I selected a few important mails and mistakenly clicked on Archive.
I don't know where that mails are? Where can I find them?
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Archive removes the label inbox on your mail, without any other labels on the mail it's possible to find under All Mail or via search (as already said). I don't agree that they 'go to All Mail' as all (except Trash and Spam I think) mail is always there.
They go to All Mail. It should on the left side in the list under Compose Mail. Gmail changed some stuff around a while back so it might be hidden for you. If it is, click Settings (upper right corner), go to the Labels tab, and select which System labels you want to be displayed.
At Gmail emails aren't located at places. Mails have labels and you can search based on labels.
In this case you can either search for the mail in question or click on all mails.
Don't worry about where they are, just search for them.
And, if you've not done anything else since mistakenly clicking "Archive", there's a bar at the top saying
The conversation has been archived. Learn more Undo
Click the "undo" link there
If you have keyboard shortcuts enabled, "/" takes you to the search box, "z" is for undo.