You have to create a forum using the vB functions for every usenet group you want. Then you also have to enter the newsgroup and assign it to the vB forum using the usenet control panel page.
If you did that and they're still not showing, make sure the messages you pulled are current and not just hidden from view by the forum settings
Be careful that you assign the correct forum to the newsgroup or you may end up with usenet messages in a real forum!