Okay, I didn't get the name absolutely correct. Typing fast.
The "Recently Imported" Smartlist sits directory under the "Playlists" group in the left Navigation Pane in MC. It is managed by MC, created and removed as required, as the contents age. It doesn't keep everything forever, so sometimes it just disappears.
Don't look under Audio Views such Artist, Album, and Genre, because those Views are already filtered to [Media Type]=Audio, and maybe something went wrong with the import, and it wasn't tagged correctly.
The "Explorer" I was talking about is the one inside MC. Not Windows Explorer. "Drives & Devices" is in the left Navigation pane. Explorer is under that. Drill down to the location you put the file in. MC will show all files initially, including those imported into the Library and other files. Once you find the file you are trying to import, tick the box at the top of the screen that says "Show Only Files In Library". If your file has been imported, it will stay visible. If it has not been imported, it will vanish.
If the file stayed visible and has therefore been imported, select it and open the tag window in MC, and then check all the relevant tags like [Media Type], [Media Sub Type], [Genre], and any other tags you may have used to filter files out of your audio Views. Fix the tags.
If the file disappeared because it hadn't been imported, then find the file in Windows Explorer, right-click on it, and select "Media Center > Import" and see if that imports it for you. That function will be available if you have the Shell Integration" setting selected in MC Options. You should have, as it is on by default.
If that doesn't import the file, something must be wrong with it. Hopefully, MC gives you some more details about it, but if not, you will need to create a log of trying to import it, and have a look in the log, search for the file name, and see if there are any messages about it.