Graph Data window isn't showing while creating pie chart

It could be on another monitor. On Windows, you could close it via the keyboard and reopen it from the Properties panel. On Windows, you would close it (wherever it is) by pressing Alt + F4. Then, go to the Properties panel (Window > Properties), and in the Quick Actions section press the Graph Data button. It'll open the Pie Chart Window in the middle of your screen.

Or, if you create a new pie chart, on Windows, it opens a new pie chart window in the center of your screen.