By coincidence I noticed the "Netlogon" share on a Windows 2003 server is missing. Could you please explain what Netlogon is and how can I restore it?
It's a critical part of active directory.
Per Technet Netlogon
Description The Netlogon subkey stores information for the Net Logon service.
The Net Logon service verifies logon requests, and it registers, authenticates, and locates domain controllers. Also, to maintain backward compatibility, Net Logon manages replication of the user account database to back up domain controllers running Windows NT 4.0 and earlier.
Restoring depends on how it became missing.
The netlogon share is different. It's a share on domain controlers for logon sripts.
The administrative share for the scripts folder on Microsoft Windows NT domain controllers at %SystemRoot%\system32\repl\import\scripts. This share is used by the NetLogon service for the following purposes: Storing a default user profile for users (which must be stored in a subdirectory called Default User). If a user without a local profile on his or her workstation or a server-based roaming profile logs on, the default user profile is used. Storing logon scripts (for example, logon.bat). Storing system policies (ntconfig.pol or config.pol files). When a client logs on to a Windows NT domain and is authenticated, the final step in the logon process involves connecting to the NetLogon share and downloading or applying any of the items in the preceding list.