Computer files are not the same as physical files you have in your desk, obviously. They are digital and really made up of nothing but a collection of bits. The bits are made up of nothing more than ones and zeros at their most basic level. While you can lose a piece of paper out of a file, when you lose something in a computer file it is because part of the file is missing and that corrupts the whole file. You may be able to open the file and get part of it if it is a document, or it may not work at all.
Open the file to see if it opens in the normal way. If the file opens and everything looks normal, then it is not likely corrupt. If the file is a computer program file and not a document, then you can try opening the program it's a part of and then opening it. If the file is something like a driver file, you can only attempt to see if it's doing its job by running the program or hardware. If something is not working correctly, the file could be corrupt.
Look at the file size. Right-click on the file and choose "Properties." You will see the file size in the Properties. Compare this to another version of the file or a similar file if you have one. If you have another copy of the file and the file you have is smaller, then it may be corrupt. If you have a similar document (the exact size doesn't matter) but it is significantly different, this may be the result of corruption.
Get another copy of the file. If you have a computer program file, replace it with another copy of the file. This might be on the original installation disk. If you can replace the file and the program works, then the original file was corrupt. If this is a document file such as a Word file, there is nothing you can do to replace this type of file except to start over. Individual program files shouldn't change, unless they become corrupted, but your personal document files are unique to what you have written. If you have a backup of your document that you saved somewhere else, you will need to use that file.