What you are describing is expected. Is not an automatic merge of the new parts created in Ultiboard into the database of Multisim (Multicap). For this explanation I'm assuming that you created the footprint in Ultiboard and saved it on your User Database. It has to be added to the User or Corporate Database for it to be available, at least in Ultiboard first.
So with that said, let's begin, you created the footprint and gave it a name, please write this name down as we'll use it later. Make sure is on your database on Ultiboard. Now, open Multisim(cap) and for the purpose of this answer just place a virtual component on your schematic for which you would like to select the footprint in question. For me, this is the easiest way of adding it. So imagine you made a footprint for a SMD type of Capacitor, select any virtual capacitor from the database and place it on your schematic. Now, double-click on the component to get to its properties dialog, and from the Value tab, select the 'Edit Footprint' option, now from the new dialog select the 'Select From Database' option, from the new 'select footprint' dialog choose your User Database and then click on the 'Add' button at the lower left corner of the dialog. Here is where you will add your new footprint, make sure User Database is selected, fill the manufacturer field, put the exact name of the footprint as it was saved in Ultiboard on the 'footprint' field, and leave blank the EWB layout field. Continue configuring the rest of the dialog the way your footprint demands it, and once you finish click OK. You should now be able to see your footprint in the User Database for it to be selected.
If you are creating new components I highly suggest that you create a new component, with symbol, model and footprint information. Please follow this nice KB on our website for reference on this: http://zone.ni.com/devzone/cda/tut/p/id/3173
I hope you find this explanation helpful. As far as your other question, about the netlist, here are some guidelines you can follow, however, if it gets complicated this should be better sent directly to EWB Support including your circuit files. Anyways, things to check is that once you import the netlist into Ultiboard, go to Tools >> Netlist Editor..., and make sure that on the specific Net you are having trouble with, under the Pins tab the part is shown and connected obviously, if not, then go ahead and add it; also do a check on your Spreadsheet View in case the part is missing.
I hope this was helpful, have a great day...