Google "Falcon Zero Manual"- there's several listings.
There should be an option in the cam menu for viewing files. If you can't find that, go back to your PC and try again, but this time watch as you click 'open' on the drive, and at some point along that process you should see more than one folder listed; the clip you need should be in one of those folders so open each one individually and check.
Just doing a quick look-around online it seems there have been at least a few similar instances with Falcon Zero cams, along with many others reporting unreliable recording in general. Those do not seem to be user-error related, but rather some kind of failure in the cam itself. One widespread issue is the cam losing it's tine setting unless it's got the optional GPS with it. When that happens. files my not be saved correctly so check the time/date stamp and let us know if it's correct.
Phil