Having a product in your Shopify dashboard does not guarantee that it will appear in Nacelle.
Product is in Draft Mode
Products in draft mode are ignored by Nacelle. By switching a product to "Active," under Product Status Nacelle will know to index it.
Nacelle App Isn't Selected
If you haven't already done so, setup a Shopify connector. When completed, you should have an app in Shopify named "Nacelle." For products you want indexed, select this app under Sales Channels and Apps, and save.