Hello,
when i download Bitcoin application, create wallet from within it, then i backup whole application folder to external drive.
Then i deposit some coins into wallet and after some time, primary hard drive is lost and so i restore old app backup from time i had no coins in the wallet.
Will that mean i lost money on the wallet? In which file is stored most important data that i want to backup and protect?
To add to what Lauda stated, it depends on what program and version. If you are running Bitcoin Core 0.13.0 or greater AND you haven't created a wallet using it before (e.g. this is the first time you are using it to receive bitcoins and didn't run earlier versions/keep the older wallet.dat file), it will create a HD wallet so, although you should back it up, you shouldn't have to worry about the 100 address issue as it is a HD wallet.