If that file was stored on your Desktop, first check the recycle bin to see if the file is there.
If not, log into OneDrive in a web browser (https://onedrive.live.com/) to check if the file is available there for download, and also check the OneDrive Recycle Bin online for the file.
If the file is also not available on OneDrive online, then the only hope you have is to use a 3rd party recovery utility to try to undelete and recover the file.