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 rule for all ERC20 tokens on Ethereum. You need to do the “approve transaction” once for each ERC20 token. When you need to approve there will be two buttons you will click to completely execute a swap.
To check that step one is complete, open your transaction history on the Uniswap interface by clicking your account. If you have only completed an approve, you need to return to the interface and reselect your tokens and amounts. This time the approve button will not be there, since that step is complete, and you can continue your swap transaction.
2. Your wallet did not add your token
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:
If you have completed these two steps and your tokens are not added to your wallet, check that your wallet is on the correct network. You can also review your transaction details on Etherscan to make sure you have completed a successful transaction.