To check whether Data Sharing has been installed, look for a Data Sharing item at the bottom of the File menu. If Data Sharing is not installed, run the installer again and follow installer prompts to install Data Sharing.
The Logger Pro for Windows installer does not install the Data Sharing feature by default. Installation instructions are included at:
How do I use the Data Sharing feature of Logger Pro to send data to Graphical Analysis 4 via Wi-Fi?