If you do not get the result you want when annotating with a GFF/GTF file, click the Make log checkbox. This will show you more information about the number of annotations that were found and if there are any that are not matched.

Typically, the problem is that the name of the file in the Workbench and the sequence identifier in the GFF/GTF file (the first column) have to be identical. It is these identifiers, the one on your sequence and the ones in the first column of the GFF file, that are matched so that the system knows which sequence the annotation belongs to. You may need to change the name of your sequence objects to make them match the names used in the first column of the GFF/GTF file, or alternatively, change the identifiers used in the first column of your GFF/GTF file to ensure these match with the names of your sequence objects.