I'm was having the same problem, the Windows 7 Beta taskbar didn't display in coherence mode, but couldn't find any "option to turn the taskbar on" when I clicked (clicked-and-held or right-clicked, that is) on the PD Dock icon to expose the context menu. At first I thought that @strells might have meant somewhere within the "Preferences..." dialog but didn't find anything that looked like what was alluded to.
Then, I did notice the entry "Hide Windows Taskbar" in the "Applications" context menu item's sub-list. After pondering, "Why would I want to select 'Hide Windows Taskbar' when it's not currently displayed? It's already hidden," and then thinking, "Maybe it's supposed to have a check next to it indicating that the taskbar is hidden. Or, maybe it's a bug," so I went ahead and selected it anyway. Then, lo and behold, the taks bar appeared. And, now, when I view the list of sub-menu items on the "Applications" context menu entry it does toggle correctly between "Show Windows Taskbar and "Hide Windows Taskbar" correctly and as expected and the Windows taskbar appears and disappears, respectively.
Not a major bug in PD, mind you, but just a niggly little bug.
Thanks for the hint, @strells.