This could be one of two things:
1> The Structure Group is marked as unpublishable, as is detailed in this question
Why does publishing a page in a non-publishable structure group give a publishing success status?Why does publishing a page in a non-publishable structure group give a publishing success status?
2> The pages in the Structure Group have not yet been published to the target you are using.
In the case of two you can uncheck the checkbox in the publish dialog that says
'Republish only (Do not publish new content)'
In the case of one, if you right click a Structure Group, and select 'Properties' you will see a 'Publishable' checkbox.
