Once you install WhatsRemoved, you can choose between three access levels which determine how much you can do with the app. If you only give access to your files, you'll see when someone deletes a file but you won't know who did it. If you give access to notifications, you can only detect deleted messages. And, finally, if you give access to both notifications and files, then you can detect both deleted messages and files.
WhatsRemoved is an interesting app that you should use with caution. At the end of the day, if someone deleted a message or file before you saw it, it's because they didn't want you to see it. So if you recover it on your own, you might be playing with fire.
Requires Android 4.4 or higher