Do you mean the spark plug wire or one of the other smaller wires? If it's the spark plug wire, you should be able to thread it back on. The part of the coil where the plug wire attaches has a little pointed screw on it. Stick the end of the wire in there and turn it clockwise, not until it's tight, but just until you can start feeling a little more resistance. The wire should thread on like a nut kind of.
If it's one of the other smaller wires going to the coil, fix the wire and reattach it. If it's the coil that's damaged, then you should probably get another one.