Just because you create an object in one of the other windows doesn't mean you will see it on the camera view, sometimes the object is too high or low for the view and you need to use the 3 graph views to move it to the right spot.
Well when you start the program you begin at the axis thingies. (dunno their name )
If you made the box away from there, the camera might not be close enough to see it. Or if you made the box so big it covers the axises, the camera will be inside the box and none of it's faces will appear.
Just move around with the WASD keys in the camera box.
Or you can make the camera window active, then press 'z'.
Now you can use the WASD keys to move as if you were in Half-Life with noclip enabled, and the mouselook is enabled. To disable mouselook, press 'z' again.
And if you press Shift+Z it makes the current window full-screen, useful sometimes.