They're not going to show up through the website instantly.
Because the servers are separate, it takes quite a while for the trophies to register on the pc side of things. Even peoples game library they list on the website is not up to date as some games arent even listed and the game would have been on shelves for years now
On my list, there are only three games: Killzone 2, Gran Turismo 5 and COD Black Ops.
I finished Uncharted 3 last week and the trophies do not appear in the list of trophies but the amount increased. I also played Batman Arkham City and trophies do not appear on the list but increased the total number of trophies won.
I played COD after finishing Uncharted 3 and trophy I got showed up.