To find unsaved documents: Click File tab | Info | Manage Versions | Recover Unsaved Documents. This will work if there is an autorecover (*.asd) file left on the system.
Note that the option to have Word save every X minutes refers to autorecover files; these are not meant to replace ordinary saves. For an approach to "true" automatic saves, see
http://www.gmayor.com/SaveInTwoPlacesAddIn.htm.