Whether or not you will be able to recover anything will depend on how you partitioned and formatted the drive when installing. If you told it to use the entire drive (which you may have done if you were thinking that you were going to use the entire pen drive) then I am afraid everything is gone, because you not only reformatted your drive for Linux, you also overwrote what was on it with the Linux installation.
However if you simply created new partitions in available space then your Windows partition should still be there. If it is Linux should have created a boot menu displayed when you start up, offering you the choice of booting into Windows or Linux -- all good Linux installers will do this automatically nowadays.
Before doing anything on the hard drive you should get hold of a partition management tool that you can run from a boot CD or pen drive so that you can examine the partitions on the drive and see if there are any Windows partitions there. Most of these programs need to do a Windows installation first before they will create the boot CD, however, so if you don't already have one you may have to borrow one from a friend or colleague. Another alternative is to boot from a Linux live CD/DVD, that will also allow you to browse all the partitions on the drive so that you can at least see what is there.

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