I just noticed that the cap that prevents water from going through my
air handler vent in my roof has blown off. And we have had some rain
lately. How bad is this? Does this mean that water has gone straight to
the unit? Apart from putting the cap back on, what do I need to do?

Thanks in advance for your advice.

Put the friggin' cap back on, and hope for the best. Tom

Air handler vent cap, do you mean chimney-exuast cap.