Some time since I used Windows Mail and then only briefly. My understanding is that the format bar doesn't show for plain text. From another forum:
"Either click on Format and select Rich Text (HTML), or go to Tools | Options | Send and uncheck: Reply to messages in the format they were sent."
You will need to do both parts of Woolwell's solution. If somebody mails you using plain text then you won't get the format bar unless you uncheck Reply to messages in the format they were sent even if you are using HTML to write mail.