Hi Tina,
I always have the best luck when I pull the valances from the drag and drop list. For example, in the Sample E catalog go to Wall\Wall Valance/Corbels\straight valance and drag one out from there.
Any valance that you select from Accessories is by default meant to go into an item list, not the floorplan, so there is no 3D shape associated with the catalog entry. (It can’t show on the floorplan)
Hope that helps
Neil