If you chose to store your Capsule in the Arene Vault, then the Capsule will be securely stored in the vault.
However, if you did not choose to store the Capsule in the Arene Vault, but also did not download the Capsule, then, it might still be available in the Capsule Vault. There is a built-in 24 hour grace period to download a newly created Capsule, if you have forgotten to do so. Access the Capsule Vault which is located under the "Capsules" field in the grey navigation panel on the left to see if your capsule is still there.
Refer to: Arene Vault