Any wire with a yellow circle next to it stating "wire not found in circuit" will not be imported from the harness.
When importing wires from a harness it is important that the Connector and Splice names all match up since VeSys looks at the end points of a wire and not at the name of the wire to match wires between a design and a harness.
For each wire that is not found see what connector or splice it is connected to. Then use the "view > go to circuit entity" tool to find the connector/splice. If you can locate the wire make sure that the pin numbers are the same in the design and the harness.
If you can find the connectors/splices and the wire and everything matches between the harness and the design. It is possible that you have the "Use option during DSI import" box checked under the Design Options, wires tab. This will require that the Option field of the wire properties match in the design and the harness for a wire to be found.
Hope this helps
Brian's response was comprehensive and covered all of the details about the importing of wires. All I wanted to add was that it helps to think along these lines....
VeSysDesign imports the properties of wires from VeSys Harness, it expects to find/import every wire from a harness into your schematic.
As an example if you have a harness with a wire from C001-4 to SP01 then you need to have a wire connecting C001-4 to SP01 otherwise you will see this warning. If you would like to post your drawing or a sample of the area in question (as a dwg file) then I'll gladly take a look at it.