My Amazon Prime icon is missing from my iPhone desktop. How do I retrieve it?

One possibility is that you removed it from the home screen without deleting it. Use Search to see if it is on your phone. Use Search on your iPhone, iPad, or iPod touch - Apple Support

If it was removed from the home screen but not deleted, go to the App Library (swipe left past your last home screen). From there you can touch and hold an app and slide it left back to the home screen.

If it was deleted you can reinstall it from the App Store. Open the App Store app, tap your circular user icon at the top right of the screen, tap Purchased and tap the download icon beside the app.

If you are referring to the Amazon Video app, reinstall the app from the App Store.

If the app was not deleted and is still on your iPhone, find it and relocate the app to the display where you want it.

Here is how to search for an app you can’t otherwise locate: https://www.lifewire.com/search-your-iphone-spotlight-1999891