Did you search your Project view for "UIAtlas"? It may not be where you think it is. If you had SGSK in your project and then imported NGUI and moved NGUI files into the Plugins folder, I can see you maybe running into something like this (SGSK has its own NGUI version).
I suggest you try importing NGUI into a brand new project. UIAtlas is there, as you can see from the list of files on the Asset Store. You can copy it from one project to another, but before you do, be sure to enable metadata files (Edit -> Project Settings -> Editor, Version Control: Visible Meta Files).