A family of Microsoft word processing software products for creating web, email, and print documents.
Yes. This is a known bug, which was cured by an update.
Go to Help>Check for Updates, and run that until it says you are fully up-to-date.
If you have set the preference "Word>Preferences>Save>"Always create backup" then a backup of your work is in the same folder as the original, labelled "Backup of..."
If that preference was OFF, then sorry, nobody can help you, you have lost the document. It was gone anyway, but when you closed Word, that deleted the AutoRecover file which might have saved you had you been quick enough.
The AutoRecover mechanism will not operate until a) you have saved the document, and b) Word knows that it has crashed. If this happens again, immediately use Force Quit from the Apple menu to kill the Word process. If you are quick enough to do it before the next autorecovery save, your original document will be recovered when Word re-starts.
Hope this helps