There are two possible answers:
1. You may have executed an approve transaction, not a swap.
When selling any token on the Uniswap protocol, you need to grant permission for the smart contract to swap that token on your behalf. This is a standard requirement for all ERC20 tokens on Ethereum. You only need to do the approve transaction once for each ERC20 token. When you need to approve there will be two buttons that need to be clicked to fully execute a swap.
You can check if you completed step 1 of 2 by opening your transaction history on the Uniswap interface by clicking your account. If you have only completed an approve, you just need to return to the interface and reselect your tokens and amounts. This time the approve button will not be there since it's no longer required, and you can continue your swap transaction.
Read more here.
2. Your token has not been added to your wallet
Your wallet may not display all tokens by default, especially if the token is a new token. You need to add the token by providing the token address and details so that it shows up in your wallet.
Here are guides for a few of the common wallets: