Assuming you know at least part of its name you could try to use the "locate" or "find" commands. There are GUI tools as well, but I hardly use them so I can't really suggest any for you to use.
find / -iname <beginning_of_filename>\*
If you can't find anything then the thing looks bad.
About your backup. I assume you copied everything to an external drive, a pen drive or something like that. Maybe the problem is that you did not unmount it correctly. If you don't unmount your disks before unplugging them then things like this will happen, just like when you don't use the safe unplugging feature in Windows. When you unmount a disk you are making sure that everything that's cached will be dumped to disk. Only when your OS says that the disk is umounted should you unplug your disk physically.