To make sure the student enrollment is setup correctly, you'll navigate to:
  1. Core > Users/Access > Profile
  2. Search the appropriate student
  3. Scroll down to System Information on the left hand side and click Student Enrollment
If they don't have any enrollments here, you'll need to click Enroll in School and add the appropriate school information for that student.
After this is added, the student will show in the grade book.