All data is in the app_data folder yes!
If you have done this after the site is running then you may have corrupted the uploaded data. you need to make sure the site is offline/stopped first then upload the data then start the application!
The reason behind this is the Data files are cached when the application starts so the files are not being read for every request! only new ones.
You also need to check the Roles and Users files and see if your an administrator!
If you are and you have done as above then chances are the sitemap is corrupt and you will need to add the pages and permissions manually.