Any Sims that you uploaded to the Gallery in the Create A Sim (CAS) demo must be downloaded from the Gallery in the full game. Households that are just saved to your Library will not be available in the full game until they are downloaded from the Gallery.
If you are not finding your Sims, it could be due to one of the following issues:
The CAS demo and The Sims 4 are on separate Origin accounts.
The CAS demo and The Sims 4 are on the same Origin account, but the Sims were never uploaded to the Gallery.