I was thinking the same thing as David, maybe you put the datawindow control on the window and then added your tab and tabpages?  The tabpages may be covering the datawindow so you can't see it.  Or are you saying you see the dw but there's no data in it? 

The easiest way to tell where your dw is, go into some window script, like the Open event, right click and select Paste Special, then Object.  See if your dw just says dw_1 (or whatever you called it) or if it's on the tabpage where it belongs, it should say something like tab_1.tabpage_1.dw_1.

Also as David said, be sure the visible and enabled properties are checked.  Let us know if you try these things and it's still not working.