What environment are you using? I was able to execute the following code and produce the plot you want using both RStudio and R directly in the terminal.
library(MASS)
plot(cars, xlab="Distance", ylab="Speed")
If you're running straight from the terminal then you'll need to specify a window to pop up. The following question has an answer that outlines what to do depending on your operating system:
How to pop up the graphics window from Rscript?
So, for example, if you don't have your system configured to automatically open the plot window, and you're running on a mac, the following code will produce what you want directly from running R in the terminal:
library(MASS)
X11()
plot(cars, xlab="Distance", ylab="Speed")