That command will close your project on a Mac. But you should have seen a screen asking if you want to save the project before you close it.
So first check to see if the project is truly closed. What happens when you close the program?
If you somehow overrode that box, then your project is lost -- at least as far back as the last auto-save. Where this auto-save it and what it is called depends on whether you'd yet saved and named your project or if the project still had a generic name. And of course which version of the program you're using on which version of Mac OS.