They have to be in your wallet for 12 hours before staking starts. The arrow in the bottom right of the wallet turns green when it is staking. Hover over the icon to get stats on your expected time to find block, etc.

If your wallet is encrypted (I suggest this for everyone) then you need to unlock your wallet for staking to start. Go into the debug console and type the following to unlock the wallet.


Edit: Just saw that you can go to Settings > Unlock wallet