Usually, you just need to wait for some time.
Sometimes you see that the payment has been proceeded by the pool but your wallet is empty. First of all please check the blockchain of the coin you mine. Do you see the payment on the blockchain? If yes -> just wait for some time. It takes some minutes (or even hours) for your wallet software to get the required amount of transaction confirmations. Especially if you mine to the exchange wallet.
Every coin has a different blockchain explorer. However Tx ID of the payment is usually clickable.