This information applies to versions: 3, 4, 5, 6, 7
To restore the Nik Collection Palette (formerly known as Nik Selective Tool) after minimizing it, please search the bottom left corner of your Adobe Photoshop interface or your screen: it should be visible there in its reduced form.
Nik Collection 8 introduced the Nik Collection Panel, which is seamlessly integrated into Adobe Photoshop and fully customizable. It replaces the Nik Collection Palette.