there is a chance that you selected 'open' rather than 'save' from the email, which would store the document in the temporary foler section. Even if you save it afterwards, the file is still in the temporary folder unless you select 'save as'. Likely, it has been erased after you closed it, if that is indeed what happened.
OR, you have named it something different and cannot find it.
OR, you have saved it ('save as') in a different location than you remember.
OR, your computer crashed/word crashed, to which word should automatically restore the document when you open word again. Usually you are able to tell when word crashes