You can close that window by clicking on the "x" in the red circle at the top, left-hand corner of the window. You should then see Developer as a selectable option to the right of Data, Review, and View on the menu bar at the top of the Excel window.
If you click on the Developer tab, you should see options that include Visual Basic, Macros, Record Macro, Add-ins, Excel Add-ins, Button, Group Box, Combo Box, Label, Check Box, Scroll Bar, List Box, Option Button, and Spinner.