@Olga Arapova In Azure Machine Learning Studio classic portal the notebooks feature has retired recently. Before the retirement a banner was available on the portal to download the notebooks and data. Here is the message for reference.
The notebooks(preview) feature will be shut down at 4/13/2020. After shut down the notebooks tab will disappear and the notebooks data can not be restored. Please download your notebooks data before 4/13/2020. Click here to check how to download your data. If you have further question, contact us
If the notebook was not saved then this notebook would not be available now.
The new Machine Learning portal ml.azure.com will help you to create a new notebook and use Jupyter. If you want to get started on the same from the new portal this documentation will help you get started.