Plugin deleted all media files from database and also from my hosting.

Hi lemon,
thanks for getting in touch with us about this. Wordfence does not delete any files from your server without asking your first. It never puts any of your published pages in trash. There is no code in our plugin that will do this.

Did you get a warning about malicious files? Do some other administrator who could have done this? Perhaps some other plugin? I am thinking that something else must have been the cause and that your issue just happened to coincide with installation of Wordfence.