If it hasn't downloaded you can go to Manage Your Content and Devices and send it from there, or you can go to the "All" tab on the Home screen of your Paperwhite, tap the title and it should download, assuming you have Wireless on.
If you go to Manage Your Content and Devices on the Amazon website, are all your books listed? If not, you have more than one account. If your books are all listed, go to the Devices tab. Is your Paperwhite listed?
How did you buy the book? Using your Paperwhite or the Website?