Please try the following:
1. Third-party themes or plug-ins won't have app icons on the home screen, so check your downloaded files for them.
2. Restart your phone to refresh your home screen.
3. Uninstall and reinstall the app in question.
4. Swipe up the home screen to open the App drawer, then long-press on the app to drag it to the home screen.
5. To prevent this in the future, you can long-press on home screen, select Home settings, and enable "Freeze home screen layout" to lock app icons and widgets on the home screen.