Grab hold of the "vertical row of dots" (left hand side) and then you can drag the window back onto the Desktop, so it returns to a floating window.
When you grab hold of the handle and hold the CTRL key down at the same time, this is what Docks the window.
You can also restore the entire Desktop, by going to View/Window Layouts/Default Layout
I will assume you are talking about an Effect you added in Vegas ?
What effect did you add ?
If you added a Video FX from the Video FX tab, there are 3 main places they can be applied.
1. On the actual clip on timeline
2. At the Track Level in track control box
3. Above the Preview Window - FX added here are applied to the entire project. Press FX button and remove effect.