First of all, you can avoid “losing” files if you will simply pay attention to where it is being stored when you create it, putting it in a folder that is logical to you, and giving it a name that is meaningful when you click that Save As button. You can almost always tell your computer where to store it during that step instead of just leaving it up to the application program to decide where.
But, if you didn’t do that. Windows has a Search function built-in. There is a search box right above the start button on the bottom left. Just type in what you are looking for. The best way is to remember what you called the file.
Be particularly careful when opening a document that came attached to an email. If you just click save, it is unlikely you will ever find it.