If you are talking about the color wheel docker window, try Window > Reset window locations
Or, if you see that window, but not the Transparency - Alpha slider, click the "More >>" button.
That said, if you want to adjust the Transparency of an entire layer, press F4 and adjust the Opacity slider.
Or, if you want to adjust the Transparency of just your current selection, you can download my plugin pack which includes an Adjustment plugin that you'll love.