What is indexing?
In order for your site's contents to be included in the results of your custom search engine, they need to be included in the Google index. The Google index is similar to an index in a library, which lists information about all the books the library has available. However, instead of books, the Google index lists all of the webpages that Google knows about. When Google visits your site, it detects new and updated pages and updates the Google index.
To see which pages on your site are in the Google index, you can do a Google Web Search for "site:mywebsite.com". If you want more pages included in the Google index, you can create and submit a Sitemap through Webmaster Tools.
If you don't want to wait for your newly added or updated pages to appear in your custom search engine results, see On-demand indexing.