Noise Reduction Window not appearing

I’m trying to do several effects including noise reduction, but when after I highlight the section I want to apply the effect to no window pops up. I can press enter to apply the effect but there is not a window to edit the effect or get noise profile. After I click the desired effect it will ONLY allow me to press enter. When I click any other part of the application it does nothing and has an error sound. What can I do to see the pop up window?

Which version of Audacity? (look in “Help menu > About Audacity”)
Which version of Windows?

So you highlight the selection … then what?