I found a large puddle of transmission fluid underneath my car. I filled it and drove it a short distance, and it shifted fine in all the gears, including reverse. All of the fluid leaked out again overnight.
Transmission leaks can come from either the pan gasket, output shaft seal, input shaft seal, or the cooler lines that take pressurized fluid through a heat exchanger in the radiator, or through its own dedicated cooler which looks like a small radiator. Before driving this car, I would suggest having a certified mechanic, such as one from YourMechanic, inspect your transmission for leaks before the lack of fluid causes a failure.