Please be a bit more precise. Did you put the PNDs in /pandora/mmenu or /pandora/menu?
What OS version are you currently running?
I have recently received my Pandora and found that since Super Zaxxon Beta 3 OS (maybe earlier Zaxxons too?) the PND folder structure is kind of whacked for now and it doesn't discover PNDs in mmenu, but does in the menu folder.
If you're using XFCE, try just to restart the Pandora or switch to minimenu and then back to XFCE, it should appear.
In minimenu it shows PNDs located in any of the designated directories, except /pandora/mmenu (which is strange, I know
).
Also, in XFCE, you can either run the PND by double clicking on it like in the file manager (Thunar) or locate in the start menu the "Run PND Application" command (probably in System submenu, I'm not quite sure).
This should help you get going