There are two distinct problems, and your question is not clear enough to say which one you have.
- The first one is that the world generation parameters are such that there is nowhere to place these civs, as mentioned above.
- The second one is that they were placed but quickly wiped out. Generating world with a large number of titans and megabeasts have a tendency to kill off a lot of civs, for instance, and goblins are quite good at wiping out other civs, and humans frequently commit genocide against elves as well (and occasionally beat the goblins).
- The third one (out of two...) is that they are present, but you just embark blindly in locations out of reach of their civs. Ciiv contact range is about 30 world tiles (pathing distance, so a mountain range can cut contact if the route around the mountains is too long, and oceans cut contact as well). On the pre embark screen you can use the <TAB> key to switch between different views, where one view shows which neighbors are available at the current embark rectangle location.
- The fourth one (...) is that you base the conclusion on the other civs being absent from the civ screen post embark. This screen is filled in with civs you get "proper" contact with as it happens (visitors don't count), i.e. goblins are added once they besiege you, kobolds when they try to steal from you, and elves and humies as their first caravans show up (and that can be delayed for various reasons, in particular sieges).