The program itself doesn't have the option or feature to remove, delete or take the file that you are loading from the original source. Now, if you save it and overwrite it, well the original would disappear, and you would have just the edited one, that would be the only case for the original file to disappear, but be deleted by the program, no.
Check your computer, if this was using an external drive or a USB. do the search using the original file name.