Might have something to do with the coordinate system. The graphic draw in layout units (e.g.cm or inches or any other unit defined). In the map (dataframe) view it will use the coordinate system defined.
The other day I was drawing a simple floor plan to see if some thins would fit. The dataframe had Unknown as coordinate system and when I wanted to measure I couldn't. I decided to select a projected coordinate system and my graphics disappeared. I was able to find them zooming out a lot, but they were all screwed up and most didn't show.
What I mean to say is that having a correct coordinate system is very important. However, if you already have data in the dataframe and they show correctly, the graphics drawn should show.
Could you include a screen shot of what you see (are the handles of the graphic visible after drawing)?