The below snap shot is a picture of the GPS window. How do I get it back?

I suspect you have overwritten the default gps.gau when installing a 3rd party aircraft or panel. This is a common problem if you extract zipfiles direct to the sim or opt to overwrite gauges when installing them. You should be able to fix it by retrieving gps.gau from CD-1 & pasting it into FS2002\Gauges. This time overwrite existing files if prompted. It should be in one of the CAB files on the CD.

PS. Your shot isn't showing up so I can't see which panel this is. The radio stack gauges might be contained in one of the later XML gauges. These have the CAB file extension & might look like zipfiles. You possibly deleted them from FS2002\Gauges by mistake. These are some of the default XML gauges included with FS2002 Pro. You can also retrieve them from the CD if they're missing.

beech_baron.cab
boeing747-400.cab
minipanel.cab
simicons.cab