Thats a missing lug nut, not a cover, so before you drive it again, you should check the torque on all your lug nuts. Fairly disturbing having one drop off, unless as you mentioned, someone stole it. But that seems unlikely and given the potential of a wheel coming off, not something I’d count on. Also Ford might be able to supply a replacement but you might have to contact the wheel manufacturer as they are probably not Ford wheels.