Fluid Domain "Disappears" When Baked
Don't worry, that is what is supposed to happen, even though it may seem odd. When you bake a fluid simulation, the domain object visually becomes the fluid flowing and no longer is visible as the cube domain object you started with:
But notice that if you want to see the original domain cube again, you can toggle (turn on/off) the visibility of the Fluid property of the domain by clicking on the "Display Modifier" icon ( ) next to the "Fluid" button.
Another way to see the domain object's original shape (geometry) is to set the "Viewport Display" to "Geometry" in the domain's settings:
In addition, the fluid domain cube is still intact if you want to modify it -- just switch to Edit mode and you can see and edit the cube: