Have you dragged your mouse cursor to the center of every side of the screen?
Just click the in the top Left and go to System Preferences and check to see if hiding is on and if it's on the right, left, or bottom.
Finally, if it simply isn't running (maybe it was quit by some installation) just click the Desktop so that the menu at the top says Finder and click Finder>About Finder which will kickstart the Dock.app.