Are the instances not shown when you click "List Resources"? If they do appear have you selected them to be monitored and clicked on their instance names from the "All Applications" resource and entered the SQL credentials?
Is this a SQL Cluster? If so, have you added the cluster VIP as a node in Orion and attempted to monitor the SQL instance through the VIP? This is the recommended way to monitor clustered SQL instances with AppInsight for SQL.
Lastly, if the instances aren't shown when clicking "List Resources" can you try changing the way in which the node is managed from SNMP to WMI and try again?