It’s built in Windows, and it contains a native file system, disk partitions, sectors, folders, and files. On a Windows PC, you are able to get a virtual hard disk that acts as a physical hard drive. How to Recover Deleted Data from VHD/VHDX File.To decide which one you should use, you can read this post provided by MiniTool Partition Wizard. VHD and VHDX are two virtual hard disk file formats used by Microsoft’s Hyper-V.