So you have finished Act I in your class story? Even more simple question: Do you have a Legacy surname yet? if not then you have not unlocked Legacy and will not have a Legacy bar yet.
If you have finished Act I and have unlocked Legacy and all the Legacy perks, the Legacy bar is attached to the experience bar if you have selected it to be displayed.
Depending on if you play fullscreen,windowed,monitor size and all that jazz, the legacy bar may be there just is cut off from your view. If this is the case, the easiest way to see it is to reconfigure your UI, I find dragging the exp/Legacy bar up to the top of the screen just under the icons for Legacy,Guild,Crew Skill,Preferences etc is the prime place for it to be displayed.
Ooh yeah I forgot about the screen cutting off at the bottom if you played in Windowed mode. I hated that.