Models Not Showing In-Game
A common problem here is 'fade distances'. The default is usually also a very small number, meaning it needs to be altered for the object to stay and be seen in game. The fade distance is control by the little while circle inside the model when you have the model selected. To fix this, right click on the model in Hammer and select 'Properties' and now change the value in 'Start Fade Dist/Pixels" to "-1" and "End Fade Dist/Pixels" to "0".
Another fairly common cause of this is that some models can only be used as certain kinds of props or in certain kinds of situations. For instance, not every model can be a 'prop-physics'. This error can be noted in the console as a red-highlighted message. This message will give you more details about what kind of group or what kind of "prop_" the model can be. For more information on these different kinds of props, read up on prop_physics, as well as prop_dynamics.