Hello,
After compiling your code (Visual Studio 2022, C++20 enabled), the window show up as expected.
Are you sure your window isn't showing up on the background, or out of the screen or on a secondary screen ?
Additional remarks:
In modern C++, we do not like raw pointers, they are very problematic (a simple search on Google will tell you why).
Use automatic instances instead (I do not see any reasons to use pointers in the sample you provided) and initialiser lists in your constructor (the initWindow() member function is unneeded, so is the destructor).
Also, unless you need to disambiguate, the this pointer is superfluous and harm readability.
Finally, prefer brace initialisation as it provide stronger types checking from the compiler.