to get to the archive menu I think you have to press the volume up button while long pressing on the cover.
I had this problem recently with one of my pre-ordered books. First step is to check that the book is actually available for the Nook HD+, there are some books on the website that will download to the desktop app or to the Nook Color but aren't available for the HD+. To check you need to look the book up on the B&N website, then off to the side of the bookcover is:"Available on NOOK devices and apps "
with a little question mark in a circle next to it. Click on the question mark and make sure HD+ is listed.
If the HD+ is listed you will probably have to call customer service, have your order number and book title handy (they also wanted to know the last 4 digits of the credit card I use). CS will push the book out to you again, you will probably have to re-boot the HD+ to get the book to show up. It took them a couple of tries with my pre-order book and I had to re-boot a number of times until it showed.
The woman I spoke to was friendly and very helpful and stayed on the line until I could open the book, read a few lines, close it and find it yet again.
Hopefully it all works out for you. Beth