1
If you have just deleted the file and it was stored on your C drive, open the Recycle Bin on your Desktop to check if the file is in there, if it is, drag the file out of the Recycle Bin onto your Desktop.
2
If the file is not in the Recycle Bin, log into your OneDrive account in a web browser (https://onedrive.live.com/) and check if the file is available to download form there, if not, check the online OneDrive recycle bin to see if the file can be restored from there, then download the file.
3
If you are still unable to recover the file, the best option is to use some 3rd party recovery utility to try to undelete and recover the file, and in the meantime, try to use your drive as little as possible to ensure the deleted file is not overwritten.