|1. check your trash,|
2. run a search on local C: drive for this file,
3. file might be with a hidden attribute,
if it all that does not bring any results you might try running a scan on your local hard drive with this software: Seagate File Recovery - it's going to be free for just one file (trial).
If you cant recover the file yourself seek professional help. There are many companies that specialise in recovering data from hard drives.