Where do they go?

There are a couple of possibilities, depending on what you're installing. Programs without a GUI, ie, that run only in the console, generally won't show up in your menu. Programs specific to other desktop environments sometimes have an entry in their configuration that tells them to only show up in that D.E. The executable for most programs are stored in /usr/bin. You can check there to see if they installed. The menu is populated based on files in /usr/share/applications. These are in the format of "name.desktop". They are text files which you can edit. I've used the ones that are in there as a base to create new files for programs without a menu entry. I couldn't find a more user friendly site detailing these files, I'm afraid, but here is this: http://standards.freedesktop.org/desktop-entry-spec/latest/

Maybe if you give us the name of one of the packages that has seemingly disappeared, we can help you with an example and explicit instructions.

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