DISCLAIMER: This method will not always work because sometimes the unsaved files will be automatically deleted before you realize that the document wasn't saved.
If you open word and see that your document is missing, it may not have been saved, it may be in recovered files.
To navigate there, click on the "open" tab.
Next, at the bottom of the list of documents, there should be a button that says, "Recover Unsaved Documents". Go ahead and click on that.
The folder may be empty, or your document may be there, if it is, go ahead and select it then open it.
If it isn't then it was likely automatically deleted.
To prevent this from happening again, make sure to save it to your OneDrive.