I was copying a ISO from my PC, accidently closed the window, and now the progress windows is away. How can I bring it back?
When you close the browsing window and the progress window closes:
There are four major possibilities (and it varies from file manager to file manager).
When you close the progress window itself (or it's otherwise closed before finishing):
When you copy a file in a file browser such as Nautilus, closing the progress window itself terminates the file transfer. If that happened, or the progress window was closed due to any of the above reasons except the copy operation actually having completed, most file browsers (including Nautilus) don't support resuming cancelled transfers. In this situation, you have to start over. (And if it's a single file, it will not be able to benefit from any of the progress that occurred before cancellation.)
Starting over is relatively simple and easy to do when you are copying a single file, as you've described.
When you are copying multiple files and cancel the copy operation, you may be prompted multiple times about what to do when files that were already copied (or partially copied) are encountered again at the destination.
When you are not copying but moving multiple files, it is from one volume to another, and you cancel the move operation, it's usually pretty simple to just do it over again. Typically only one file will be in both places; the rest will typically copy into the directory tree without doing any harm.
With that said, whatever your situation, make sure to look closely at any dialogs that prompt to you to decide how to resolve a "collision," before choosing an option.