If you lost it, it is probable deleted... but you can exit minecraft, click on you computers start menu, search in the search tab for the name of your world and it (hopefully) should come up and then look at where it is located and retrieve it! Voila!
Or you can type into your search bar %appdata% then press enter, click on the .minecraft file and go into saves and look for your world!
Hope This Helps!
Tierster!