Hopefully by now you have tried Wim's solution and you are continuing on your design.
Here is a little background...
When you Forward Annotate a design, all of the components are placed into your design cache. If the component is found to already be placed in the design, then it will be updated accordingly to your Forward Annotation settings. If the components were not previously placed, then they will remain in the Placement Queue until placed with one of the many available placement commands like the one shown by Wim.
It is good practice to run a Design Status Report on your designs to verify that all parts are being placed as needed. Here is a screen shot.