If you cannot find your Entities Palette Window, or locate other windows in Maltego that seem to be missing, it's likely that you've simply closed one of these windows in you Maltego Desktop Client.
You can easily re-open any window you require by clicking on the Windows Tab and then clicking on the window you wish to re-open.
Alternatively, you can use the Reset Windows button under the same menu to re-open all default Maltego windows.
For example, reference the image below and, if you have closed your Entity Palette, you can click on the Windows Tab (1) and then click on the Entity Palette (2), or Reset Windows to re-open it.
Another reason that you may not be able to find your Entities, could be that you have not yet installed any Hub Items.