Patience!
If it’s a heart or lung shot the animal might well already be dead as both are fatal, but in woods, it will instinctively go to ground, so any large cover is worth investigating. A gut shot will eventually kill but they can travel a lot further, so you have to be thorough and persevere. But as time passes it’s probably lost, or it’s gone off your land as a wounded deer can still travel fast!
It’s now time to get some help. If you know someone with a good dog they can track it, in the UK we have a deer dog service that you can call out. This is run by those with tracker dogs who like to keep them working and on top of their game. But you must also inform the landowner regardless of how it will make you look. They might want to help or simply keep an eye out and tell their neighbours to do the same. On that point be aware that you cannot, without permission go on another person’s land as it would be illegal trespass, worse if carrying a rifle!
Hopefully, you will never have this problem and the odds can be reduced by knowing where to shoot the deer correctly and the limit of your ability to do so. The majority of deer that run are usually found within 100 yards or less with a bit of careful tracking. Even if you shoot a deer on open land; still track it looking for pins and sign as it’s all good practice!