Orders that don't get filled are labeled with the order status of "Pending". The reason an order has Pending status is likely because of the volume of the security you are trying to trade is not enough to meet your order quantity (i.e. the number of shares of stock you want to trade).
Stocks trade based on supply and demand, so if the number of shares you want to buy or sell is greater than a certain percentage of the real-world volume, then your order will be pending until the trading volume meets or exceeds the required amount to fill your order.