Have you been playing around with the SEPM Domains at all?
It's generally quite rare for the whole lot to disappear. This should only happen if the DB is lost.
I'd suggest checking one of the your clients first, to see if they believe themselves to be connecting to the SEPM (i.e. do they show a green dot).
If so, then the groups and policies are still there and it might just be a SEP Domains thing. SEP Domains are accessed via ADMIN -> Domains, here you should see a list of SEP Domains. If I'm correct, then you may see more than one listed. Highlight each in turn, click "Administer Domain" and check the CLIENTS section of the console for each Domain.
On the other hand, if no clients are showing a green dot, then you'll likely have to restore from backup.