Not all applications in the repositories are graphical. Many are just
commandline or scripts and as such will not get a menu launcher. To use
them you have to open a terminal and type the command.
It is rare for a graphical aplication not to get a launcher in the menu,
but it can happen, especially if you use an outside sources or install from
a binary because these are not configured by the package maintainer. You
can edit the menu manually to add a launcher.
There are other reasons as well. If the application requires root
permission or if the application does not completely finish the
installation. A good way to test it is to open a terminal and launch it
with the command. It will usually give you error messages that would not
show otherwise, such as not configured, you need root access or not
installed. These error messages can be helpful in troubleshooting.