Muscovy hens like to pick a spot to lay their eggs, they will lay in that spot until they have reached between 10 - 20 eggs, sometimes more and sometimes a little less, once they have completed their clutch they will go broody and hatch the eggs. The muscovy is a perching duck and will nest in tree hollows in the wild. Domestic Muscovy hens will nest in chicken nesting boxes off the ground, in the corners of the coop, in other shelters in the coop, or in the tall grass or brush outside the coop. That egg may have just slipped out on accident. If your Muscovies are free range the others could already be laying their clutches in the brush or somewhere else.
You should try to find out if the other hens are laying somewhere, if they are, try to find the nest, you do not want them going broody outside. You can do whatever you want with the egg, it is fine in the cold as long as it has not started to develop. If you want the hen to set it then I would recommend waiting for one to start building its clutch and just add the egg to the clutch. Or, if one has already started their clutch then add it to that. The egg should be good for over a week as long as you do not wash it. I like to use dog or cat cages/crates for the hens to lay in.
