In ColorMunki Preferences there is an option to select Open Palette HUD.  

HUD stands for Heads Up Display, if this option is activated new palettes are displayed in a separate window (like a pop - up) if deactivated the patches are displayed in the main window.

If you are using ColorMunki Design the preferences can be selected from within the main screen on the interface.

If you are using ColorMunki Photo the preferences can only be changed from within the ColorPicker screen.