I downloaded an audiobook last night on my ipad and I came to work to find it in my itunes and it isn't there.

Do you mean iTunes on your iPad ? If you do then it won't be, it should have downloaded into the Music app (when you have audiobooks on an iPad you should get an Audiobooks tab at the bottom of the Music app, possibly via the More button).

If you mean on your computer's iTunes library then you will need to connect your iPad to your computer's iTunes and do File > Devices > Transfer Purchases - audiobooks are a one-time only download from the store, so you need to copy/sync them to the computers/devices that you want them on.